Estimating a distribution function in the presence of auxiliary information
From MaRDI portal
Publication:1377361
DOI10.1007/BF02717176zbMath0912.62058MaRDI QIDQ1377361
Publication date: 26 May 1999
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/186258
weak convergence; Gaussian process; empirical likelihood; auxiliary information; relative efficiency
62G20: Asymptotic properties of nonparametric inference
60F05: Central limit and other weak theorems
Related Items
Bootstrapping with auxiliary information, On Empirical Distribution Functions Under Auxiliary Information, Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes, Distribution estimation with smoothed auxiliary information, Empirical likelihood estimators for the error distribution in nonparametric regression models, Empirical processes with estimated parameters under auxiliary information, Estimating the Conditional Error Distribution in Non-parametric Regression
Cites Work
- Unnamed Item
- Empirical likelihood ratio confidence regions
- Pseudo-likelihood theory for empirical likelihood
- Adjustment by minimum discriminant information
- Empirical likelihood for linear models
- Empirical likelihood and general estimating equations
- \(M\)-estimation and quantile estimation in the presence of auxiliary information
- Empirical likelihood is Bartlett-correctable
- Methodology and Algorithms of Empirical Likelihood
- Approximation Theorems of Mathematical Statistics
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood estimation for finite populations and the effective usage of auxiliary information