Weighted empirical likelihood estimates and their robustness properties

DOI10.1016/J.CSDA.2006.07.032zbMATH Open1162.62328OpenAlexW1995392071MaRDI QIDQ1020184FDOQ1020184

Authors: N. L. Glenn, Yichuan Zhao 

Publication date: 29 May 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.07.032

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zbMATH Keywords

contaminated normal distributionweighted likelihoodempirical likelihood

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric robustness (62G35)

Cites Work

• Numerical Optimization
• Empirical likelihood
• Empirical likelihood ratio confidence intervals for a single functional
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• Sign test of independence between two random vectors.
• Rendering parametric procedures more robust by empirically tilting the model
• Small Sample Behavior of Some Robust Linear Estimators of Location
• Fitting a Pareto-Normal-Pareto distribution to the residuals of financial data
• Minimax weights for generalised M-estimation in biased regression models

Cited In (18)

• Robust w-Estimators for Cryo-EM Class Means
• Empirical likelihood inference for censored median regression with weighted empirical hazard functions
• Robust empirical likelihood inference for longitudinal data
• Spatial median depth-based robust adjusted empirical likelihood
• Weighted empirical likelihood inference for multiple samples
• Two-sample nonparametric likelihood inference based on incomplete data with an application to a pneumonia study
• Empirical likelihood inference for censored median regression model via nonparametric kernel estimation
• Inference for Cox's regression models via adjusted empirical likelihood
• Robust weighted likelihood estimators with an application to bivariate extreme value problems
• Depth-based weighted empirical likelihood and general estimating equations
• Empirical Likelihood Based Rank Regression Inference
• Robust weighted generalized estimating equations based on statistical depth
• Robustness of dual divergence estimators for models satisfying linear constraints
• Weighted Likelihood Equations with Bootstrap Root Search
• ON DERIVATION OF THE SEMI-PARAMETRIC WEIGHTED LIKELIHOOD ESTIMATOR, SPW, AND THE WEIGHTED CONDITIONAL PSEUDO LIKELIHOOD ESTIMATOR, WCPE
• Robust estimation in the errors variables model via weighted likelihood estimating equations
• Depth-based weighted jackknife empirical likelihood for non-smooth \(U\)-structure equations. WJEL for \(U\)-structure equations
• Robust empirical likelihood for time series

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