Calibration of the empirical likelihood method for a vector mean
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Cites work
- A new method of calibration for the empirical loglikelihood ratio
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- Admissible Bayes Character of T^2-, R^2-, and Other Fully Invariant Tests for Classical Multivariate Normal Problems
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- Empirical likelihood
- Empirical likelihood is Bartlett-correctable
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- The Admissibility of Hotelling's T²-Test
- The Generalization of Student's Ratio
Cited in
(42)- Balanced augmented jackknife empirical likelihood for two sample U-statistics
- Adjusted blockwise empirical likelihood for long memory time series models
- Empirical likelihood ratio in penalty form and the convex hull problem
- Adjusted empirical likelihood for time series models
- Balanced augmented empirical likelihood for regression models
- Empty set problem of maximum empirical likelihood methods
- Inference for conditional value-at-risk of a predictive regression
- Modified empirical likelihood-based confidence intervals for data containing many zero observations
- A jackknife empirical likelihood approach for testing the homogeneity of K variances
- Robust estimation for moment condition models with data missing not at random
- Calibration of the empirical likelihood for high-dimensional data
- Second-order accurate confidence regions based on members of the generalized power divergence family
- Empirical likelihood for outlier detection and estimation in autoregressive time series
- Extending the empirical likelihood by domain expansion
- Longitudinal data analysis using the conditional empirical likelihood method
- Outliers in Time Series: An Empirical Likelihood Approach
- Mixture Distributions Based Methods of Calibration for the Empirical Log-Likelihood Ratio
- Spatial median depth-based robust adjusted empirical likelihood
- The joy of proofs in statistical research
- Empirical likelihood approach to goodness of fit testing
- Empirical likelihood on the full parameter space
- A review of empirical likelihood methods for time series
- Likelihood Methods for Controlled Calibration
- Multiple robustness estimation in causal inference
- Optimal dimension and optimal auxiliary vector to construct calibration estimators of the distribution function
- Hypothesis testing for two population means: parametric or non-parametric test?
- Resampling calibrated adjusted empirical likelihood
- Finite-sample properties of the adjusted empirical likelihood
- \(F\)-distribution calibrated empirical likelihood ratio tests for multiple hypothesis testing
- Simulation based calibration using extended balanced augmented empirical likelihood
- Maximum augmented empirical likelihood estimation of categorical marginal models for large sparse contingency tables
- Jackknife empirical likelihood for the lower-mean ratio
- A review of recent advances in empirical likelihood
- Analysing opportunity cost of care work using mixed effects random forests under aggregated auxiliary data
- Randomized empirical likelihood test for ultra-high dimensional means under general covariances
- Distributed empirical likelihood inference with privacy guarantees
- An approximated exponentially tilted empirical likelihood estimator of moment condition models
- Empirical likelihood test for the mean with inequality constraints under strong mixing high-frequency data
- Jackknife empirical likelihood inference for the lifetime performance index
- A penalized empirical likelihood method in high dimensions
- Jackknife empirical likelihood inference for the Pietra ratio
- Adjusted empirical likelihood with high-order precision
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