Bootstrap likelihoods
From MaRDI portal
kernel smoothingsaddlepoint approximationssaddlepoint approximationregressionquasi-likelihoodpivotnested bootstrapMonte Carlolikelihood functionbootstrap simulationsimportance sampling methodsexponential familyestimating equationsempirical likelihoodEdgeworth expansiondensity estimationcurve-fitting
Recommendations
- Computing empirical likelihood from the bootstrap
- Bootstrap estimation of conditional distributions
- Bootstrap and empirical likelihood methods in extremes
- Bootstrap maximum likelihood for quasi-stationary distributions
- On the bootstrap and likelihood-based confidence regions
- Empirical likelihood block bootstrapping
Cited in
(22)- Bootstrap and empirical likelihood methods in extremes
- Bootstrap estimation of conditional distributions
- Bartlett identities and large deviations in likelihood theory
- Bootstrap confidence intervals. With comments and a rejoinder by the authors
- An approximate likelihood perspective on ABC methods
- Bayesian bootstrap multivariate regression
- Exponential empirical likelihood is not Bartlett correctable
- Computing empirical likelihood from the bootstrap
- Efficient construction of a smooth nonparametric family of empirical distributions and calculation of bootstrap likelihood
- The assessment of performance of correlation estimates in discrete bivariate distributions using bootstrap methodology
- Bootstrapping for HElib
- Pseudo-Likelihoods for Bayesian Inference
- scientific article; zbMATH DE number 4159847 (Why is no real title available?)
- On the bootstrap and likelihood-based confidence regions
- Weighted Likelihood Equations with Bootstrap Root Search
- Assessing parameter uncertainty via bootstrap likelihood ratio confidence regions
- Simulation Studies on Bootstrap Empirical Likelihood Tests
- Bootstrap calibration and empirical likelihood in the logistic regression model
- A bootstrap likelihood approach to Bayesian computation
- Chain ladder method: Bayesian bootstrap versus classical bootstrap
- Functional inference in semiparametric models using the piggyback bootstrap
- Bias and variance reduction techniques for bootstrap information criteria
This page was built for publication: Bootstrap likelihoods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4020601)