Extending the scope of empirical likelihood

DOI10.1214/07-AOS555zbMath1160.62029arXiv0904.2949OpenAlexW2073762374MaRDI QIDQ1018635

Ingrid Van Keilegom, Nils Lid Hjort, Ian W. McKeague

Publication date: 20 May 2009

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

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

zbMATH Keywords

nuisance parametersempirical processesplug-inorthogonal seriesnonparametric regressionestimating equationscurrent status databootstrap calibrationgrowing number of parameters

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09) Estimation in survival analysis and censored data (62N02)

Related Items

Bayesian elastic net based on empirical likelihood, Distributed estimation with empirical likelihood, Penalized Jackknife Empirical Likelihood in High Dimensions, Penalized empirical likelihood for high-dimensional generalized linear models with longitudinal data, Synthesizing external aggregated information in the presence of population heterogeneity: A penalized empirical likelihood approach, Empirical likelihood and estimation in a partially linear varying coefficient model with right censored data, Empirical likelihood inference for monotone index model, Reweighted nonparametric likelihood inference for linear functionals, Culling the Herd of Moments with Penalized Empirical Likelihood, Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation, Semiparametric inference for estimating equations with nonignorably missing covariates, A generalized empirical likelihood approach for two-group comparisons given aU-statistic constraint, Comments on: A review on empirical likelihood methods for regression, Empirical Likelihood in Causal Inference, Penalised empirical likelihood for the additive hazards model with high-dimensional data, Penalized empirical likelihood inference for sparse additive hazards regression with a diverging number of covariates, Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood, Empirical likelihood confidence intervals for regression parameters of the survival rate, An adaptive empirical likelihood test for parametric time series regression models, Asymptotic equivalence of empirical likelihood and Bayesian MAP, Generalized empirical likelihood testing in semiparametric conditional moment restrictions models, Empirical likelihood for single-index models with responses missing at random, A randomness test for functional panels, Empirical likelihood test for high-dimensional two-sample model, Signed rank based empirical likelihood for the symmetric location model, Empirical likelihood confidence tubes for functional parameters in plug-in estimation, The Empirical Likelihood Inference of a Regression Parameter in Censored Partial Linear Models Based on a Piecewise Polynomial, Calibration of the empirical likelihood for high-dimensional data, Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach, Conditional sure independence screening by conditional marginal empirical likelihood, Empirical likelihood approach to goodness of fit testing, An updated review of goodness-of-fit tests for regression models, Aspects of likelihood inference, Function-based hypothesis testing in censored two-sample location-scale models, Two-step semiparametric empirical likelihood inference, Bootstrap confidence regions based on M-estimators under nonstandard conditions, A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression, Penalized empirical likelihood for semiparametric models with a diverging number of parameters, Tests for covariance matrix with fixed or divergent dimension, Marginal empirical likelihood and sure independence feature screening, Empirical likelihood for linear transformation models with interval-censored failure time data, Generalized \(F\) test for high dimensional linear regression coefficients, Empirical Likelihood for Censored Linear Regression and Variable Selection, Penalized generalized empirical likelihood in high-dimensional weakly dependent data, Asymptotic normality of quadratic forms with random vectors of increasing dimension, A review on empirical likelihood methods for regression, Rejoinder on: A review on empirical likelihood methods for regression, Empirical likelihood for the class of single index hazard regression models, Empirical likelihood confidence bands for mean functions of recurrent events with competing risks and a terminal event, Bernshteĭn-von Mises theorems for nonparametric function analysis via locally constant modelling: a unified approach, Penalized empirical likelihood estimation of semiparametric models, New empirical likelihood inference for linear transformation models, Empirical likelihood confidence intervals for nonparametric functional data analysis, Empirical likelihood confidence band for the difference of survival functions under proportional hazards model, GEE analysis of clustered binary data with diverging number of covariates, Bootstrap consistency for quadratic forms of sample averages with increasing dimension, Weighted least squares estimation with missing responses: an empirical likelihood approach, Empirical likelihood based testing for regression, Empty set problem of maximum empirical likelihood methods, A note on residual-based empirical likelihood kernel density estimation, Divergences and duality for estimation and test under moment condition models, Empirical likelihood inferences for the semiparametric additive isotonic regression, Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory, A review of empirical likelihood methods for time series, Empirical likelihood for the parametric part in partially linear errors-in-function models, Moment conditions selection based on adaptive penalized empirical likelihood, Empirical likelihood test for high dimensional linear models, Empirical likelihood for high-dimensional linear regression models, Inference about the slope in linear regression: an empirical likelihood approach, Empirical Likelihood for Non‐Smooth Criterion Functions, Empirical Likelihood Inference for the Cox Model with Time‐dependent Coefficients via Local Partial Likelihood, Smoothed jackknife empirical likelihood inference for ROC curves with missing data, Empirical likelihood for linear models in the presence of nuisance parameters, Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data, Empirical likelihood for the bivariate survival function under univariate censoring, A new scope of penalized empirical likelihood with high-dimensional estimating equations, Empirical likelihood inference for rank regression with doubly truncated data, A test for model specification of diffusion processes, Semiparametric analysis in double-sampling designs via empirical likelihood, Partial penalized empirical likelihood ratio test under sparse case, Semiparametric simultaneous confidence bands for the difference of survival functions, Bias-corrected empirical likelihood in a multi-link semiparametric model, Empirical Likelihood for the Analysis of Experimental Designs, Semiparametric inference for transformation models via empirical likelihood, Simulation-based consistent inference for biased working model of non-sparse high-dimensional linear regression, Maximum empirical likelihood estimation and related topics, Bayesian analysis of restricted penalized empirical likelihood, Inference for Cox's regression models via adjusted empirical likelihood, Empirical likelihood for heteroscedastic partially linear models, Empirical likelihood for estimating equations with missing values, A note on the empirical likelihood confidence band for hazards ratio with covariate adjustment, Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach, Empirical Likelihood Confidence Intervals for Response Mean with Data Missing at Random, A penalized empirical likelihood method in high dimensions, EMPIRICAL LIKELIHOOD ESTIMATION OF CONDITIONAL MOMENT RESTRICTION MODELS WITH UNKNOWN FUNCTIONS, GMM and misspecification correction for misspecified models with diverging number of parameters, Nested coordinate descent algorithms for empirical likelihood, Reduce computation in profile empirical likelihood method, Two-step generalised empirical likelihood inference for semiparametric models, Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters, Jackknife empirical likelihood methods for gini correlations and their equality testing, Penalized empirical likelihood for the sparse Cox regression model, Two-step combined nonparametric likelihood estimation of misspecified semiparametric models, Robust Wasserstein profile inference and applications to machine learning, Wilks' theorem for semiparametric regressions with weakly dependent data, Empirical likelihood confidence intervals for the difference of areas under two correlated ROC curves, Empirical likelihood-based inference for the difference of two location parameters using smoothed M-estimators, Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model, Reduce the computation in jackknife empirical likelihood for comparing two correlated Gini indices, Empirical likelihood confidence regions for the evaluation of continuous-scale diagnostic tests in the presence of verification bias, High dimensional generalized empirical likelihood for moment restrictions with dependent data, Nonparametric regression on Lie groups with measurement errors, Empirical Likelihood for Single-Index Regression Models under Negatively Associated Errors, Test for a mean vector with fixed or divergent dimension, A note on the asymptotic behaviour of empirical likelihood statistics

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Empirical likelihood methods with weakly dependent processes
• Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
• Empirical likelihood ratio confidence regions
• Empirical likelihood in some semiparametric models
• Bootstrapping general empirical measures
• Confidence sets for split points in decision trees
• On the central limit theorem in \(R^ p\) when p\(\rightarrow \infty\)
• A note on the uniform consistency of the Kaplan-Meier estimator
• Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
• Strong uniform consistency rates for estimators of conditional functionals
• Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
• Empirical likelihood and general estimating equations
• The jackknife estimate of variance of a Kaplan-Meier integral
• Empirical likelihood inference for median regression models for censored survival data
• Empirical likelihood-based inference under imputation for missing response data
• Density and hazard estimation in censored regression models
• Weak convergence and empirical processes. With applications to statistics
• Non-parametric Estimation of the Residual Distribution
• Empirical likelihood confidence intervals for nonparametric density estimation
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Locally Efficient Estimation with Current Status Data and Time-Dependent Covariates
• Asymptotic Statistics
• Asymptotics for Analysis of Variance When the Number of Levels is Large
• Empirical Likelihood for Censored Linear Regression
• The Kaplan–Meier Estimator as an Inverse-Probability-of-Censoring Weighted Average
• Empirical likelihood confidence intervals for the mean of a long‐range dependent process
• Confidence Intervals for Current Status Data
• Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
• On the Convergence of Moments in the Central Limit Theorem
• Censored partial linear models and empirical likelihood
• Empirical likelihood for a class of functionals of survival distribution with censored data