Empirical likelihood is Bartlett-correctable

DOI10.1214/aos/1176348137zbMath0725.62042OpenAlexW1983543065MaRDI QIDQ2277707

Joseph P. Romano, Thomas J. DiCiccio

Publication date: 1991

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348137

zbMATH Keywords

bootstrapsimulationBartlett correctionempirical likelihood methodcoverage errorchi-squared approximationestimation of meanparametric likelihoodexpected value of log-likelihood ratiosigned root empirical likelihood ratio statistic

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Foundations and philosophical topics in statistics (62A01) Nonparametric tolerance and confidence regions (62G15)

Related Items (only showing first 100 items - show all)

Empirical likelihood inference in autoregressive models with time-varying variances ⋮ Exponential tilted likelihood for stationary time series models ⋮ Empirical likelihood inference and goodness-of-fit test for logistic regression model under two-phase case-control sampling ⋮ Mixture Distributions Based Methods of Calibration for the Empirical Log-Likelihood Ratio ⋮ Driving effect of CO₂ emissions on economic growth—application of empirical likelihood for generalized method of moments ⋮ Spatial median depth-based robust adjusted empirical likelihood ⋮ A nonparametric confidence interval for the trimmed mean ⋮ Finite-sample properties of the adjusted empirical likelihood ⋮ Estimating the Conditional Error Distribution in Non-parametric Regression ⋮ The joy of proofs in statistical research ⋮ Empirical likelihood in long-memory time series models ⋮ Shrinkage of Variance for Minimum Distance Based Tests ⋮ Mean empirical likelihood inference for response mean with data missing at random ⋮ Simultaneous estimation and inference for multiple response variables ⋮ Level-specific correction for nonparametric likelihoods ⋮ Empirical likelihood of the distribution function in the finite point under ϕ-mixing samples ⋮ An empirical likelihood ratio-based omnibus test for normality with an adjustment for symmetric alternatives ⋮ Nonparametric interval estimation for the mean of a zero-inflated population ⋮ Penalized empirical likelihood for semiparametric models with a diverging number of parameters ⋮ Empirical-likelihood-based confidence intervals for quantile regression models with longitudinal data ⋮ Bayesian elastic net based on empirical likelihood ⋮ The empirical likelihood prior applied to bias reduction of general estimating equations ⋮ Mean empirical likelihood ⋮ Inference for short‐memory time series models based on modified empirical likelihood ⋮ Empirical Likelihood Ratio Tests for Varying Coefficient Geo Models ⋮ Estimating equations, empirical likelihood and constraints on parameters ⋮ Hypothesis testing for two population means: parametric or non-parametric test? ⋮ On higher-order moment and cumulant estimation ⋮ Semiparametric regression using empirical likelihood with shape information ⋮ Maximum entropy and empirical likelihood in length-biased setting: a comparison study ⋮ Large-Deviations Theory and Empirical Estimator Choice ⋮ Edistribution ⋮ Nonparametric-likelihood inference based on cost-effectively-sampled-data ⋮ Empirical likelihood for generalized partially linear varying-coefficient models ⋮ Comparison of empirical likelihood and its dual likelihood under density ratio model ⋮ F-distribution calibrated empirical likelihood ratio tests for multiple hypothesis testing ⋮ On the accuracy of empirical likelihood confidence intervals forM-Functionals ⋮ Unnamed Item ⋮ Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization ⋮ Two-sample extended empirical likelihood ⋮ Empirical likelihood-based robust tests for genetic association analysis with quantitative traits ⋮ On Bartlett correctability of empirical likelihood in generalized power divergence family ⋮ On the robustness of empirical likelihood ratio confidence intervals for location ⋮ Analyzing Incomplete Data Subject to a Threshold using Empirical Likelihood Methods: An Application to a Pneumonia Risk Study in an ICU Setting ⋮ An empirical likelihood statistic for quantiles ⋮ Empirical likelihood-based inference in a partially linear model for longitudinal data ⋮ Empirical likelihood for the two-sample mean problem ⋮ Empirical likelihood inference for censored median regression model via nonparametric kernel estimation ⋮ Empirical likelihood for non-degenerate \(U\)-statistics ⋮ Enriching Surveys with Supplementary Data and its Application to Studying Wage Regression ⋮ A small sample calibration method for the empirical likelihood ratio ⋮ Second‐order Accurate Confidence Regions Based on Members of the Generalized Power Divergence Family ⋮ Empirical likelihood for single-index models ⋮ Inference for the mean difference in the two-sample random censorship model ⋮ On empirical likelihood statistical functions ⋮ Empirical Likelihood for Outlier Detection and Estimation in Autoregressive Time Series ⋮ Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach ⋮ Regression analysis for long-term survival rate via empirical likelihood ⋮ Simple and Exact Empirical Likelihood Ratio Tests for Normality Based on Moment Relations ⋮ Empirical Likelihood for Efficient Semiparametric Average Treatment Effects ⋮ Bartlett Correction of Empirical Likelihood for Non‐Gaussian Short‐Memory Time Series ⋮ Empirical likelihood confidence regions for comparison distributions and ROC curves ⋮ Simulation Studies on Bootstrap Empirical Likelihood Tests ⋮ Empirical likelihood ratio tests for the linear regression model with inequality constraints ⋮ Adjusted empirical likelihood inference for additive hazards regression ⋮ Depth-based weighted empirical likelihood and general estimating equations ⋮ Modifications of the Empirical Likelihood Interval Estimation with Improved Coverage Probabilities ⋮ Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision ⋮ SECOND-ORDER REFINEMENT OF EMPIRICAL LIKELIHOOD FOR TESTING OVERIDENTIFYING RESTRICTIONS ⋮ Resampling calibrated adjusted empirical likelihood ⋮ Empirical likelihood inference for the regression model of mean quality‐adjusted lifetime with censored data ⋮ Extending the empirical likelihood by domain expansion ⋮ Unnamed Item ⋮ Bartlett-type adjustments for empirical discrepancy test statistics ⋮ Empirical Likelihood Inference for Nonparametric Regression Functions with Functional Stationary Ergodic Data ⋮ Penalised empirical likelihood for the additive hazards model with high-dimensional data ⋮ RELATIVE ERROR ACCURATE STATISTIC BASED ON NONPARAMETRIC LIKELIHOOD ⋮ Empirical Likelihood and Ranking Methods ⋮ Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model ⋮ Penalized empirical likelihood inference for sparse additive hazards regression with a diverging number of covariates ⋮ Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations ⋮ An empirical likelihood check with varying coefficient fixed effect model with panel data ⋮ Empirical likelihood based on synthetic right censored data ⋮ Jackknife empirical likelihood for the mean difference of two zero-inflated skewed populations ⋮ Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution. ⋮ On the accuracy of empirical likelihood confidence regions for linear regression model ⋮ Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework ⋮ Empirical likelihood for partial linear models ⋮ On the second-order properties of empirical likelihood with moment restrictions ⋮ A frequency domain empirical likelihood for short- and long-range dependence ⋮ Empirical likelihood for nonparametric parts in semiparametric varying-coefficient partially linear models ⋮ \(M\)-estimation and quantile estimation in the presence of auxiliary information ⋮ The MRL function inference through empirical likelihood in length-biased sampling ⋮ Empirical likelihood based inference for fixed effects varying coefficient panel data models ⋮ Empirical likelihood in some semiparametric models ⋮ Detecting difference between coefficients in linear model using jackknife empirical likelihood ⋮ Two-sample empirical likelihood method ⋮ Empirical likelihood for partially linear errors-in-variables models with longitudinal data ⋮ On nonparametric likelihood ratio estimation of survival probabilities for censored data ⋮ Calibration of the empirical likelihood for high-dimensional data

This page was built for publication: Empirical likelihood is Bartlett-correctable