Extending the scope of empirical likelihood

DOI10.1214/07-AOS555zbMATH Open1160.62029arXiv0904.2949OpenAlexW2073762374MaRDI QIDQ1018635FDOQ1018635

Authors: Nils Lid Hjort, Ian W. Mckeague, Ingrid Van Keilegom 

Publication date: 20 May 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

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 $sqrtn$-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.

Full work available at URL: https://arxiv.org/abs/0904.2949

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zbMATH Keywords

nonparametric regressionestimating equationsnuisance parametersbootstrap calibrationempirical processescurrent status dataplug-inorthogonal seriesgrowing number of parameters

Mathematics Subject Classification ID

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)

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