Bayesian empirical likelihood methods for quantile comparisons
From MaRDI portal
Publication:1674043
DOI10.1016/j.jkss.2017.03.002zbMath1377.62130OpenAlexW2607087739WikidataQ50042241 ScholiaQ50042241MaRDI QIDQ1674043
Jihnhee Yu, Albert Vexler, Nicole A. Lazar
Publication date: 1 November 2017
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc5766316
Bayes factorempirical likelihoodnonparametric testsBayesian empirical likelihoodquantile hypothesis testing
Related Items (2)
Bayesian empirical likelihood of linear regression model with current status data ⋮ Bayesian empirical likelihood of quantile regression with missing observations
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Statistical decision theory and Bayesian analysis. 2nd ed
- Bayesian nonparametric estimation of the median. I: Computation of the estimates
- Bayesian nonparametric estimation of the median. II: Asymptotic properties of the estimates
- Smoothed empirical likelihood confidence intervals for quantiles
- Empirical likelihood and general estimating equations
- Adjusted empirical likelihood method for quantiles
- Optimal hypothesis testing: From semi to fully Bayes factors
- Two-sample empirical likelihood ratio tests for medians in application to biomarker evaluations
- An Optimal Retrospective Change Point Detection Policy
- Analyzing Incomplete Data Subject to a Threshold using Empirical Likelihood Methods: An Application to a Pneumonia Risk Study in an ICU Setting
- Modifications of the Empirical Likelihood Interval Estimation with Improved Coverage Probabilities
- Accurate Approximations for Posterior Moments and Marginal Densities
- Approximate predictive likelihood
- Empirical likelihood ratio confidence intervals for a single functional
- Proper likelihoods for Bayesian analysis
- Empirical likelihood in the presence of nuisance parameters
- Laplace Approximations for Posterior Expectations When the Mode Occurs at the Boundary of the Parameter Space
- Bayesian empirical likelihood
- Surveillance of a Simple Linear Regression
- Hypothesis Testing: From p Values to Bayes Factors
- Bayes Factors
- A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
- An ‘exact’ two-group median test with an extension to censored data
- Some New Estimates for Distribution Functions
- On the Asymptotic Efficiency of Certain Nonparametric Two-Sample Tests
- Data-Driven Confidence Interval Estimation Incorporating Prior Information with an Adjustment for Skewed Data
This page was built for publication: Bayesian empirical likelihood methods for quantile comparisons