Empirical likelihood confidence intervals for dependent duration data

DOI10.1017/S0266466610000162MaRDI QIDQ3081464zbMATH OpenFDO

Authors Anouar El Ghouch, Ingrid Van Keilegom, Ian W. Mckeague

Publication date 8 March 2011

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0266466610000162

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01)

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Cites work

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• Empirical likelihood methods with weakly dependent processes
• Empirical likelihood ratio confidence intervals for a single functional
• Estimating a distribution function for censored time series data
• Methodology and Algorithms of Empirical Likelihood
• Nonparametric Identification and Estimation of a Censored Location-Scale Regression Model
• On the central limit theorem for \(U\)-statistics under absolute regularity
• Some mixing properties of time series models
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• Subsampling for heteroskedastic time series
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• The central limit theorem under random censorship
• The jackknife and the bootstrap for general stationary observations
• The jackknife estimate of variance of a Kaplan-Meier integral
• The Kaplan-Meier estimate for dependent failure time observations
• The law of large numbers for \(U\)-statistics under absolute regularity
• The strong law under random censorship
• Uniform strong estimation under \(\alpha\)-mixing, with rates

Cited in

(6)

• Adjusted-range self-normalized confidence interval construction for censored dependent data
• On self-normalization for censored dependent data
• Confidence intervals for the mean based on exponential type inequalities and empirical likelihood
• Censored quantile regression processes under dependence and penalization
• Rejoinder on: A review on empirical likelihood methods for regression
• Nonparametric estimation of linear functionals of a bivariate distribution under univariate censoring

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