Empirical likelihood
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Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Nonparametric estimation (62G05) Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
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(only showing first 100 items - show all)- Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions
- Empirical likelihood for estimating equations with missing values
- Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models
- Partially parametric interval estimation of Pr\(\{Y>X\}\)
- Empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models
- Extending the scope of empirical likelihood
- Reweighted kernel density estimation
- Weighted empirical likelihood estimates and their robustness properties
- Two-step generalised empirical likelihood inference for semiparametric models
- Projection density estimation under a \(m\)-sample semiparametric model
- Empirical likelihood for linear regression models with missing responses
- Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations
- Empirical likelihood confidence intervals for hazard and density functions under right censor\-ship
- Confidence intervals for marginal parameters under imputation for item nonresponse
- Empirical likelihood ratio confidence interval for positively associated series
- Empirical likelihood confidence intervals for the differences of quantiles with missing data
- Some challenges for statistics
- Empirical likelihood for mixed-effects error-in-variables model
- The empirical likelihood method applied to covariance matrix estimation
- Stigler's approach to recovering the distribution of first significant digits in natural data sets
- An extended empirical saddlepoint approximation for intractable likelihoods
- Nonparametric estimation of convex models via mixtures
- An MCMC approach to classical estimation.
- Weighted empirical likelihood inference.
- Empirical likelihood-based confidence intervals for data with possible zero observations.
- Asymptotics and the theory of inference
- Estimation and empirical likelihood for single-index models with missing data in the covariates
- Semiparametric empirical likelihood confidence intervals for AUC under a density ratio model
- Weighted empirical likelihood inference for dynamical correlations
- Robust and efficient estimation with weighted composite quantile regression
- Empirical phi-divergence test statistics for the difference of means of two populations
- Composite likelihood inference by nonparametric saddlepoint tests
- Empirical likelihood ratio confidence interval estimation of best linear combinations of biomarkers
- Conditional feature screening for mean and variance functions in models with multiple-index structure
- Signed rank based empirical likelihood for the symmetric location model
- Empirical likelihood based inference for fixed effects varying coefficient panel data models
- Working correlation structure selection in generalized estimating equations
- Nonparametric tilted density function estimation: a cross-validation criterion
- Empirical likelihood ratio tests with power one
- Covariate balancing propensity score for a continuous treatment: application to the efficacy of political advertisements
- Subject-wise empirical likelihood inference in partial linear models for longitudinal data
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data
- Testing homogeneity for multiple nonnegative distributions with excess zero observations
- Smoothed empirical likelihood for the Youden index
- Bayesian local influence analysis of general estimating equations with nonignorable missing data
- Jackknife empirical likelihood test for high-dimensional regression coefficients
- Empirical likelihood confidence regions for one- or two-samples with doubly censored data
- Simultaneous estimation based on empirical likelihood and general maximum likelihood estimation
- Smoothed jackknife empirical likelihood for the one-sample difference of quantiles
- Jackknife empirical likelihood method for multiply robust estimation with missing data
- A test for equality of two distributions via jackknife empirical likelihood and characteristic functions
- Jackknife empirical likelihood inference for the mean absolute deviation
- Portfolio optimization based on stochastic dominance and empirical likelihood
- Bayesian empirical likelihood methods for quantile comparisons
- Statistical inference for generalized additive partially linear models
- Exponentially tilted likelihood inference on growing dimensional unconditional moment models
- Smoothed jackknife empirical likelihood for the difference of two quantiles
- Estimation and empirical likelihood for single-index multiplicative models
- Asymptotic normality of quadratic forms with random vectors of increasing dimension
- Empirical likelihood ratio in penalty form and the convex hull problem
- Adjusted empirical likelihood for time series models
- Moment conditions selection based on adaptive penalized empirical likelihood
- Generalized and robustified empirical depths for multivariate data
- Empirical likelihood inference for semi-parametric transformation models with length-biased sampling
- Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection
- The empirical likelihood approach to quantifying uncertainty in sample average approximation
- Efficient estimation in a regression model with missing responses
- Nonparametric testing for multiple survival functions with noninferiority margins
- Inference about the slope in linear regression: an empirical likelihood approach
- A simple empirical likelihood ratio test for normality based on the moment constraints of a half-normal distribution
- A unified test for predictability of asset returns regardless of properties of predicting variables
- GEL estimation and tests of spatial autoregressive models
- Balanced augmented empirical likelihood for regression models
- Hypothesis testing via a penalized-likelihood approach
- Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data
- Semiparametric inference on the means of multiple nonnegative distributions with excess zero observations
- Data driven confidence intervals for diffusion process using double smoothing empirical likelihood
- A new method of calibration for the empirical loglikelihood ratio
- Maximum empirical likelihood estimation and related topics
- Likelihood robust optimization for data-driven problems
- Adjusted empirical likelihood estimation of distribution function and quantile with nonignorable missing data
- Empirical likelihood inference for mean functionals with nonignorably missing response data
- Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence
- Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution.
- Bounds on coverage probabilities of the empirical likelihood ratio confidence regions.
- Adjusted empirical likelihood method for quantiles
- An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity
- Efficient inferences on the varying-coefficient single-index model with empirical likelihood
- Interval estimation of the tail index of a GARCH(1,1) model
- Testing for bivariate spherical symmetry
- On the approximate frequentist validity of the posterior quantiles of a parametric function: results based on empirical and related likelihoods
- Empirical likelihood inference for partially time-varying coefficient errors-in-variables models
- The empty set and zero likelihood problems in maximum empirical likelihood estimation
- Weighted least squares estimation with missing responses: an empirical likelihood approach
- Empirical likelihood based testing for regression
- Calibration of the empirical likelihood method for a vector mean
- Empty set problem of maximum empirical likelihood methods
- A note on residual-based empirical likelihood kernel density estimation
- Weighted estimation of the dependence function for an extreme-value distribution
- Empirical likelihood estimation for population pharmacokinetic study based on generalized linear model
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