Data fusion using weighted likelihood

MaRDI QIDQ2974136zbMATH OpenFDO

Authors Pengfei Guo, Yuehua Wu, Xiao-Gang Wang

Publication date 6 April 2017

Full work available at URL http://www.ejpam.com/index.php/ejpam/article/view/1676

zbMATH Keywords

cross-validationnonparametric regressionrelative likelihood ratiosemiparametric estimationweighted likelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12)

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Cites work

• A Class of Local Likelihood Methods and Near-Parametric Asymptotics
• Approximating bayesian inference by weighted likelihood
• Asymptotic properties of maximum weighted likelihood estimators.
• Derivation of mixture distributions and weighted likelihood function as minimizers of KL-divergence subject to constraints
• Estimation with quadratic loss.
• scientific article; zbMATH DE number 3143969 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• I-divergence geometry of probability distributions and minimization problems
• Local Likelihood Estimation
• Selecting likelihood weights by cross-validation
• Strong Inconsistency from Uniform Priors
• The asymptotic properties of the maximum-relevance weighted likelihood estimators
• The Kernel Estimate of a Regression Function in Likelihood-Based Models
• The weighted likelihood

Cited in

(11)

• Combining the data from two normal populations to estimate the mean of one when their means difference is bounded
• Out-of-sample fusion in risk prediction
• Correlated model fusion
• \(i\)Fusion: individualized fusion learning
• Model fusion and multiple testing in the likelihood paradigm: shrinkage and evidence supporting a point null hypothesis
• On Supra-Bayesian weighted combination on available data determined by Kerridge inaccuracy and entropy.
• Nonparametric adaptive likelihood weights
• Relevance weighted likelihood for dependent data.
• A Cross-Validation Statistical Framework for Asymmetric Data Integration
• Calibrated regression estimation using empirical likelihood under data fusion
• Nonparametric Fusion Learning for Multiparameters: Synthesize Inferences From Diverse Sources Using Data Depth and Confidence Distribution

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