Empirical likelihood
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)
This book deals with the empirical likelihood (EL) which is a nonparametric method of inference based on a datadriven likelihood ratio function, and emphasizes analyzing data in ways that illustrate the power and flexibility of EL inference. In very little detail, first the LR inference is discussed through a nonparametric likelihood ratio function. In Chapters 3 and 4, the EL is discussed for smooth functions of means, and for estimating equations which provide an extremely flexible way to describe parameters and the corresponding statistics, and there are also given EL inferences for linear regression and other models with covariates, such as generalized linear models. Chapters 5 and 6 give an adaption of the EL to curve estimation problems such as density estimation and nonparametric regression, and consider EL inference in some nonstandard sampling settings such as biased sampling.NEWLINENEWLINENEWLINEIn Chapters 7 and 8, the author considers confidence bands for distribution functions and some related functions, and discusses EL for the dependent data like a time series. Chapters 9 through 11 consider hybrid methods in which EL is combined with other methods, and discuss problems where EL has difficulties and ways of mitigating these difficulties, and also contain some of the proofs of the EL theorems. In Chapters 12 and 13, the author describes how to approach the optimization problems posed by EL, and emphasizes to compute the EL for statistics defined through estimating equations, with nuisance parameters and side constraints, and also discusses some theory of higher order asymptotics.
- 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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