Empirical likelihood
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Nonparametric estimation (62G05) Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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(only showing first 100 items - show all)- A unified test for predictability of asset returns regardless of properties of predicting variables
- Empirical and weighted conditional likelihoods for matched case-control studies with missing covariates
- Empirical likelihood for break detection in time series
- Empirical likelihood for longitudinal partially linear model with -mixing errors
- A note on self-weighted quantile estimation for infinite variance quantile autoregression models
- Matching posterior and frequentist cumulative distribution functions with empirical-type likelihoods in the multiparameter case
- A note on an iterative algorithm for nonparametric estimation in biased sampling models
- Empirical likelihood with twice censored data
- Semi-parametric estimation of Pearson correlation coefficient under additive distortion measurement errors
- Semiparametric regression using empirical likelihood with shape information
- Variable selection in generalized random coefficient autoregressive models
- Multiply robust subgroup identification for longitudinal data with dropouts via median regression
- Jackknife empirical likelihood for the mean difference of two zero-inflated skewed populations
- Distributed empirical likelihood inference with or without Byzantine failures
- Recent developments in bootstrap methodology
- Improved approximate Bayesian computation methods via empirical likelihood
- Correlation analysis with additive distortion measurement errors
- Test for a mean vector with fixed or divergent dimension
- An empirical likelihood ratio based goodness-of-fit test for skew normality
- Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data
- Jackknife empirical likelihood tests for error distributions in regression models
- A new empirical likelihood ratio goodness of fit test for normality based on moment constraints
- Statistical models and methods for dependence in insurance data
- Empirical likelihood for estimating equations with missing values
- Semiparametric models and inference for the effect of a treatment when the outcome is nonnegative with clumping at zero
- Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals
- Empirical likelihood inference for semiparametric model with linear process errors
- Inference of high quantiles of a heavy-tailed distribution from block data
- Moment selection and generalized empirical likelihood estimation in high-dimensional unconditional moment conditions
- Interval estimation of small tail probabilities -- applications in food safety
- Empirical likelihood confidence bands for distribution functions with missing responses
- On the implementation of LIR: the case of simple linear regression with interval data
- A study of data-driven distributionally robust optimization with incomplete joint data under finite support
- On symmetric semiparametric two‐sample problem
- Empirical likelihood method for complete independence test on high-dimensional data
- Nonparametric interval estimation for the mean of a zero-inflated population
- An empirical likelihood-based unified test for the integer-valued AR(1) models
- Asymptotic normality of quadratic forms with random vectors of increasing dimension
- Semiparametric inference with a functional-form empirical likelihood
- Re‐calibrating pure risk integrating individual data from two‐phase studies with external summary statistics
- Empirical likelihood in causal inference
- Moment conditions selection based on adaptive penalized empirical likelihood
- Generalized and robustified empirical depths for multivariate data
- Bivariate Analysis of Distribution Functions Under Biased Sampling
- Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection
- An asymptotics look at the generalized inference
- Smoothed jackknife empirical likelihood method for tail copulas
- Empirical likelihood for autoregressive models with spatial errors
- An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity
- Empirical likelihood-based inference in Poisson autoregressive model with conditional moment restrictions
- Combining estimators to improve structural model estimation and inference under quadratic loss
- Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations
- Empirical Likelihood Approach for Aligning Information from Multiple Surveys
- Nonparametric inference for VaR, CTE, and expectile with high-order precision
- Empirical likelihood estimation in multivariate mixture models with repeated measurements
- Bayesian analysis of longitudinal data via empirical likelihood
- Conditional empirical likelihood estimation and inference for quantile regression models
- Nonparametric regression on Lie groups with measurement errors
- Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors
- Empirical likelihood for generalized partially linear varying-coefficient models
- Jackknife empirical likelihood inference for the Pietra ratio
- Asymptotic equivalence of empirical likelihood and Bayesian MAP
- An MCMC approach to classical estimation.
- Empirical likelihood for average derivatives
- A review of compositional data analysis and recent advances
- Semiparametric Bayesian analysis for longitudinal mixed effects models with non-normal AR(1) errors
- Nonlinear measurement errors models subject to partial linear additive distortion
- Bounds on coverage probabilities of the empirical likelihood ratio confidence regions.
- Bootstrap consistency for quadratic forms of sample averages with increasing dimension
- Near exogeneity and weak identification in generalized empirical likelihood estimators: many moment asymptotics
- Empirical likelihood estimation for linear regression models with AR(p) error terms with numerical examples
- Penalized empirical likelihood inference for the GINAR(p) model
- Empirical-likelihood-based confidence intervals for quantile regression models with longitudinal data
- Stress testing correlation matrix: a maximum empirical likelihood approach
- Empirical likelihood confidence intervals for the mean of a long‐range dependent process
- Distributionally robust optimization
- Empirical likelihood for single-index varying-coefficient models with right-censored data
- Statistics of robust optimization: a generalized empirical likelihood approach
- Simultaneous selection and incorporation of consistent external aggregate information
- Empirical likelihood for the parametric part in partially linear errors-in-function models
- A review on empirical likelihood methods for regression
- Asymptotic behaviour of the portmanteau tests in an integer-valued AR model
- An empirical likelihood ratio based goodness-of-fit test for inverse Gaussian distributions
- Second-order asymptotic theory for calibration estimators in sampling and missing-data problems
- Nonparametric testing for multiple survival functions with noninferiority margins
- Calibration of the empirical likelihood method for a vector mean
- A simple empirical likelihood ratio test for normality based on the moment constraints of a half-normal distribution
- Empirical likelihood based testing for regression
- Inference about the slope in linear regression: an empirical likelihood approach
- Empirical likelihood inference in partially linear single-index models for longitudinal data
- Testing for bivariate spherical symmetry
- \(F\)-distribution calibrated empirical likelihood ratio tests for multiple hypothesis testing
- Shrinkage estimation and order selection in threshold autoregressive models via Bayesian empirical likelihood
- Some Theoretical and Practical Aspects of Empirical Likelihood Methods for Complex Surveys
- Censored median regression and profile empirical likelihood
- Multiway empirical likelihood
- A new estimation for INAR(1) process with Poisson distribution
- A modification of profile empirical likelihood for the exponential-tilt model
- On the tail index of a heavy tailed distribution
- An efficient correction to the density-based empirical likelihood ratio goodness-of-fit test for the inverse Gaussian distribution
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