Extending the scope of empirical likelihood
From MaRDI portal
nonparametric regressionestimating equationsnuisance parametersbootstrap calibrationempirical processescurrent status dataplug-inorthogonal seriesgrowing number of parameters
Bootstrap, jackknife and other resampling methods (62F40) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Estimation in survival analysis and censored data (62N02) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15)
Abstract: This article extends the scope of empirical likelihood methodology in three directions: to allow for plug-in estimates of nuisance parameters in estimating equations, slower than -rates of convergence, and settings in which there are a relatively large number of estimating equations compared to the sample size. Calibrating empirical likelihood confidence regions with plug-in is sometimes intractable due to the complexity of the asymptotics, so we introduce a bootstrap approximation that can be used in such situations. We provide a range of examples from survival analysis and nonparametric statistics to illustrate the main results.
Recommendations
- Extended empirical likelihood for estimating equations
- COMPARISON OF EXTENDED EMPIRICAL LIKELIHOOD METHODS: SIZE AND SHAPE OF TEST BASED CONFIDENCE REGIONS
- Empirical likelihood and general estimating equations
- Methodology and Algorithms of Empirical Likelihood
- Extending the empirical likelihood by domain expansion
Cites work
- scientific article; zbMATH DE number 3826980 (Why is no real title available?)
- scientific article; zbMATH DE number 3500857 (Why is no real title available?)
- scientific article; zbMATH DE number 3551712 (Why is no real title available?)
- scientific article; zbMATH DE number 1347881 (Why is no real title available?)
- scientific article; zbMATH DE number 490141 (Why is no real title available?)
- scientific article; zbMATH DE number 1552483 (Why is no real title available?)
- scientific article; zbMATH DE number 1894666 (Why is no real title available?)
- A note on the uniform consistency of the Kaplan-Meier estimator
- Asymptotic Statistics
- Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
- Asymptotics for Analysis of Variance When the Number of Levels is Large
- Bootstrapping general empirical measures
- Censored partial linear models and empirical likelihood
- Confidence Intervals for Current Status Data
- Confidence sets for split points in decision trees
- Density and hazard estimation in censored regression models
- Empirical Likelihood for Censored Linear Regression
- Empirical likelihood
- Empirical likelihood and general estimating equations
- Empirical likelihood confidence intervals for nonparametric density estimation
- Empirical likelihood confidence intervals for the mean of a long‐range dependent process
- Empirical likelihood for a class of functionals of survival distribution with censored data
- Empirical likelihood in some semiparametric models
- Empirical likelihood inference for median regression models for censored survival data
- Empirical likelihood methods with weakly dependent processes
- Empirical likelihood ratio confidence regions
- Empirical likelihood-based inference under imputation for missing response data
- Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
- Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
- Locally Efficient Estimation with Current Status Data and Time-Dependent Covariates
- Non-parametric estimation of the residual distribution
- On the Convergence of Moments in the Central Limit Theorem
- On the central limit theorem in \(R^ p\) when p\(\rightarrow \infty\)
- Strong uniform consistency rates for estimators of conditional functionals
- The Kaplan–Meier Estimator as an Inverse-Probability-of-Censoring Weighted Average
- The jackknife estimate of variance of a Kaplan-Meier integral
- Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
- Weak convergence and empirical processes. With applications to statistics
- Weak convergence to fractional brownian motion and to the rosenblatt process
Cited in
(only showing first 100 items - show all)- Penalized empirical likelihood for high-dimensional generalized linear models with longitudinal data
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models
- Marginal empirical likelihood and sure independence feature screening
- Empirical likelihood based testing for regression
- Empirical likelihood approach to goodness of fit testing
- Asymptotic normality of quadratic forms with random vectors of increasing dimension
- Smoothed jackknife empirical likelihood inference for ROC curves with missing data
- Empirical Likelihood Inference for the Cox Model with Time‐dependent Coefficients via Local Partial Likelihood
- A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression
- Empirical likelihood for the parametric part in partially linear errors-in-function models
- Bias-corrected empirical likelihood in a multi-link semiparametric model
- A review on empirical likelihood methods for regression
- Empirical likelihood confidence intervals for nonparametric functional data analysis
- Divergences and duality for estimation and test under moment condition models
- Semiparametric analysis in double-sampling designs via empirical likelihood
- Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
- GEE analysis of clustered binary data with diverging number of covariates
- Empirical likelihood for heteroscedastic partially linear models
- An adaptive empirical likelihood test for parametric time series regression models
- Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood
- Rejoinder on: A review on empirical likelihood methods for regression
- Empirical likelihood confidence bands for mean functions of recurrent events with competing risks and a terminal event
- An updated review of goodness-of-fit tests for regression models
- Generalized \(F\) test for high dimensional linear regression coefficients
- Two-step generalised empirical likelihood inference for semiparametric models
- Calibration of the empirical likelihood for high-dimensional data
- Empirical likelihood for non-smooth criterion functions
- Empirical likelihood for the bivariate survival function under univariate censoring
- Semiparametric inference for transformation models via empirical likelihood
- New empirical likelihood inference for linear transformation models
- Reduce computation in profile empirical likelihood method
- Aspects of likelihood inference
- Empirical Likelihood for the Analysis of Experimental Designs
- An extended empirical saddlepoint approximation for intractable likelihoods
- Robust Wasserstein profile inference and applications to machine learning
- Empirical likelihood inference with public-use survey data
- Tests for covariance matrix with fixed or divergent dimension
- Reduce the computation in jackknife empirical likelihood for comparing two correlated Gini indices
- Test for a mean vector with fixed or divergent dimension
- Empirical likelihood inferences for the semiparametric additive isotonic regression
- Empirical likelihood for censored linear regression and variable selection
- Inference for Cox's regression models via adjusted empirical likelihood
- Empirical likelihood for estimating equations with missing values
- Empty set problem of maximum empirical likelihood methods
- Empirical likelihood confidence intervals for regression parameters of the survival rate
- Simulation-based consistent inference for biased working model of non-sparse high-dimensional linear regression
- Nested coordinate descent algorithms for empirical likelihood
- A note on the asymptotic behaviour of empirical likelihood statistics
- A randomness test for functional panels
- A review of empirical likelihood methods for time series
- Empirical likelihood test for high-dimensional two-sample model
- Penalized empirical likelihood estimation of semiparametric models
- Empirical likelihood confidence intervals for response mean with data missing at random
- Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters
- Semiparametric simultaneous confidence bands for the difference of survival functions
- Extended empirical likelihood for estimating equations
- High dimensional generalized empirical likelihood for moment restrictions with dependent data
- Empirical likelihood confidence tubes for functional parameters in plug-in estimation
- Effects of data dimension on empirical likelihood
- A penalized empirical likelihood method in high dimensions
- Extending the empirical likelihood by domain expansion
- Empirical likelihood for linear transformation models with interval-censored failure time data
- A test for model specification of diffusion processes
- Penalized empirical likelihood for the sparse Cox regression model
- Empirical likelihood for high-dimensional linear regression models
- Empirical likelihood confidence intervals for the difference of areas under two correlated ROC curves
- Empirical likelihood estimation of conditional moment restriction models with unknown functions
- Penalised empirical likelihood for the additive hazards model with high-dimensional data
- Conditional sure independence screening by conditional marginal empirical likelihood
- Empirical likelihood and estimation in a partially linear varying coefficient model with right censored data
- Empirical likelihood for high frequency data
- A note on residual-based empirical likelihood kernel density estimation
- A review of recent advances in empirical likelihood
- scientific article; zbMATH DE number 1894283 (Why is no real title available?)
- Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data
- Synthesizing external aggregated information in the presence of population heterogeneity: A penalized empirical likelihood approach
- Empirical likelihood inference for monotone index model
- Inference about the slope in linear regression: an empirical likelihood approach
- Penalized empirical likelihood for semiparametric models with a diverging number of parameters
- Maximum empirical likelihood estimation and related topics
- Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach
- Reweighted nonparametric likelihood inference for linear functionals
- Statistics of robust optimization: a generalized empirical likelihood approach
- Approximations to the profile empirical likelihood function for a scalar parameter in the context of \(M\)-estimation
- Model checks for two-sample location-scale
- Semiparametric inference for estimating equations with nonignorably missing covariates
- Asymptotic equivalence of empirical likelihood and Bayesian MAP
- Empirical likelihood for the class of single index hazard regression models
- Weighted least squares estimation with missing responses: an empirical likelihood approach
- Penalized empirical likelihood inference for sparse additive hazards regression with a diverging number of covariates
- Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory
- Empirical likelihood for linear models in the presence of nuisance parameters
- A practical guide to exact confidence intervals for a distribution of current status data using the binomial approach
- Function-based hypothesis testing in censored two-sample location-scale models
- Bootstrap confidence regions based on M-estimators under nonstandard conditions
- Empirical likelihood confidence band for the difference of survival functions under proportional hazards model
- Moment conditions selection based on adaptive penalized empirical likelihood
- Bayesian analysis of restricted penalized empirical likelihood
- A conversation with Nils Lid Hjort
- A blockwise empirical likelihood method for time series in frequency domain inference
This page was built for publication: Extending the scope of empirical likelihood
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1018635)
