Extending the scope of empirical likelihood
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bootstrap calibrationcurrent status dataempirical processesestimating equationsgrowing number of parametersnonparametric regressionnuisance parametersorthogonal seriesplug-in
Bootstrap, jackknife and other resampling methods (62F40) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15) Asymptotic properties of nonparametric inference (62G20) Estimation in survival analysis and censored data (62N02)
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.
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