Maximum empirical likelihood estimation and related topics

DOI10.1214/18-EJS1471MaRDI QIDQ1786582zbMATH OpenFDO

Authors Hanxiang Peng, Anton Schick

Publication date 24 September 2018

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejs/1537344589

zbMATH Keywords

nuisance parametersempirical likelihood ratio testsirregular and estimated constraintsuniform local asymptotic normality condition

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 3169867 (Why is no real title available?)
• scientific article; zbMATH DE number 4128239 (Why is no real title available?)
• Asymptotic Behavior of Wilcoxon Type Confidence Regions in Multiple Linear Regression
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• Empirical likelihood
• Empirical likelihood and general estimating equations
• Empirical likelihood approach to goodness of fit testing
• Empirical likelihood for non-smooth criterion functions
• Empirical likelihood for single-index models
• Empirical likelihood for single-index varying-coefficient models
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• Estimating the error distribution function in nonparametric regression with multivariate co\-var\-iates
• Estimating the error distribution function in semiparametric additive regression models
• Estimating the error distribution function in semiparametric regression
• Estimating the error distribution in a single-index model
• Extending the scope of empirical likelihood
• GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
• On estimation and adaptive estimation for locally asymptotically normal families

Cited in

(14)

• Empirical likelihood methods in econometrics: theory and practice
• Empirical likelihood and general estimating equations
• Maximum likelihood and restricted maximum likelihood estimators as functions of ordinary least squares and analysis of variance estimators
• Inference about the slope in linear regression: an empirical likelihood approach
• On empirical likelihood statistical functions
• scientific article; zbMATH DE number 1943893 (Why is no real title available?)
• Tutorial on maximum likelihood estimation
• Efficient estimation in a regression model with missing responses
• scientific article; zbMATH DE number 1744827 (Why is no real title available?)
• Empirical likelihood in some semiparametric models
• scientific article; zbMATH DE number 1536382 (Why is no real title available?)
• The empty set and zero likelihood problems in maximum empirical likelihood estimation
• Maximum likelihood estimation for the Erlang integer parameter
• Variational Bayes for Fast and Accurate Empirical Likelihood Inference

Describes a project that uses

Uses Software

• R

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