Weighted empirical likelihood estimates and their robustness properties

DOI10.1016/J.CSDA.2006.07.032MaRDI QIDQ1020184zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

contaminated normal distributionweighted likelihoodempirical likelihood

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• scientific article; zbMATH DE number 3442988 (Why is no real title available?)
• scientific article; zbMATH DE number 3320125 (Why is no real title available?)
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• Fitting a Pareto-Normal-Pareto distribution to the residuals of financial data
• Minimax weights for generalised M-estimation in biased regression models
• Numerical Optimization
• Rendering parametric procedures more robust by empirically tilting the model
• Sign test of independence between two random vectors.
• Small Sample Behavior of Some Robust Linear Estimators of Location

Cited in

(18)

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

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