Methodology and Algorithms of Empirical Likelihood
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(only showing first 100 items - show all)- Empirical likelihood for heteroscedastic partially linear models
- Bootstrap and empirical likelihood methods in extremes
- Extending the scope of empirical likelihood
- Empirical likelihood inference for censored median regression with weighted empirical hazard functions
- Empirical likelihood for linear models with missing responses
- Empirical likelihood for linear regression models with missing responses
- Empirical likelihood for median regression model with designed censoring variables
- Empirical likelihood-based evaluations of value at risk models
- Combined and least squares empirical likelihood
- Empirical likelihood for partial linear models with fixed designs
- On the calculation of standard error for quotation in confidence statements
- Empirical likelihood confidence intervals for M-functionals in the presence of auxiliary information
- Semiparametric likelihood ratio inference
- Estimating a distribution function in the presence of auxiliary information
- Empirical likelihood inference for median regression models for censored survival data
- Coverage accuracy of confidence intervals in nonparametric regression
- Empirical likelihood ratio based confidence intervals for mixture proportions
- Empirical likelihood inference in linear regression with nonignorable missing response
- Empirical likelihood ratio confidence interval estimation of best linear combinations of biomarkers
- Empirical likelihood based inference for fixed effects varying coefficient panel data models
- GEL estimation and tests of spatial autoregressive models
- A new method of calibration for the empirical loglikelihood ratio
- Empirical likelihood ratio test for or against a set of inequality constraints.
- Empirical likelihood-based inference under imputation for missing response data
- Empirical likelihood semiparametric regression analysis under random censorship
- Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution.
- Two-sample empirical likelihood method
- Exponential empirical likelihood is not Bartlett correctable
- Empirical likelihood for conditional quantile with left-truncated and dependent data
- Empirical likelihood-based inferences for the area under the ROC curve with covariates
- Empirical likelihood-based inferences for the Lorenz curve
- A note on residual-based empirical likelihood kernel density estimation
- Empirical likelihood ratio tests for multivariate regression models
- Calibrated bootstrap and saddlepoint approximations of finite population \(L\)-statistics
- Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance
- Bayesian analysis of restricted penalized empirical likelihood
- Empirical likelihood inference for Oaxaca-Blinder decomposition
- Fundamental tools for developing likelihood functions within ACT-R
- Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model
- Computational analysis of the behavior of stochastic volatility models with financial applications
- Empirical likelihood for spatial dynamic panel data models
- Influence function-based empirical likelihood and generalized confidence intervals for the Lorenz curve
- Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects
- Empirical likelihood is Bartlett-correctable
- Empirical likelihood confidence intervals for the difference of areas under two correlated ROC curves
- Empirical likelihood for quantiles under associated samples
- A frequency domain empirical likelihood method for irregularly spaced spatial data
- Integrated likelihood computation methods
- A frequency domain empirical likelihood for short- and long-range dependence
- Covariate-adjusted nonlinear regression
- New non-parametric inferences for low-income proportions
- Empirical likelihood method for non-ignorable missing data problems
- Mean empirical likelihood
- A nonstandard empirical likelihood for time series
- Empirical likelihood inference for partial linear models with ARCH(1) errors
- Empirical likelihood for the two-sample mean problem
- Empirical likelihood for non-degenerate \(U\)-statistics
- Empirical likelihood for single-index models
- Empirical likelihood for single-index varying-coefficient models with right-censored data
- Test for a mean vector with fixed or divergent dimension
- Robust confidence intervals for log-location-scale models with right censored data
- Mean empirical likelihood inference for response mean with data missing at random
- An empirical likelihood ratio-based omnibus test for normality with an adjustment for symmetric alternatives
- On the robustness of empirical likelihood ratio confidence intervals for location
- Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations
- Empirical likelihood for response differences in two linear regression models with missing data
- Empirical ^-divergence minimizers for Hadamard differentiable functionals
- Empirical likelihood for linear models under linear process errors
- Empirical likelihood for nonparametric models under linear process errors
- Empirical likelihood-based inferences for partially linear models with missing covariates
- Bartlett correction of empirical likelihood for non-Gaussian short-memory time series
- Empirical Likelihood for the Additive Hazards Model with Current Status Data
- Extending the empirical likelihood by domain expansion
- Self-concordance for empirical likelihood
- Empirical Likelihood Confidence Intervals for Distribution Functions under Negatively Associated Samples
- Semiparametric empirical likelihood confidence intervals for the difference of areas under two correlated ROC curves under density ratio model
- On the second-order properties of empirical likelihood with moment restrictions
- Empirical likelihood for a partially linear single-index measurement error model with right-censored data
- Empirical likelihood for partially linear models with missing responses: the fixed design case
- Empirical likelihood-based inferences for a low income proportion
- Non-parametric interval estimation for the partial area under the ROC curve
- Empirical likelihood for partially linear models with missing responses at random
- Empirical likelihood confidence intervals for response mean with data missing at random
- Empirical likelihood confidence intervals for dependent duration data
- Simple and exact empirical likelihood ratio tests for normality based on moment relations
- Empirical likelihood for efficient semiparametric average treatment effects
- Reduce computation in profile empirical likelihood method
- Confidence intervals for nonparametric regression functions under negatively associated errors
- Contrasting revised empirical likelihood and its competitors
- Empirical likelihood based tests for stochastic ordering under right censorship
- Empirical likelihood for average derivatives
- Mixture Distributions Based Methods of Calibration for the Empirical Log-Likelihood Ratio
- Empirical likelihood-based inference for genetic mixture models
- Edistribution
- Empirical likelihood-based inferences for generalized partially linear models
- Empirical Likelihood Inference for the Cox Model with Time‐dependent Coefficients via Local Partial Likelihood
- Empirical likelihood approach to goodness of fit testing
- Modifications of the empirical likelihood interval estimation with improved coverage probabili\-ties
- An empirical likelihood method for semiparametric linear regression with right censored data
- Tests for covariance matrix with fixed or divergent dimension
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