Maximum empirical likelihood estimation and related topics

DOI10.1214/18-EJS1471zbMATH Open1403.62049MaRDI QIDQ1786582FDOQ1786582

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

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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)

Cites Work

• Empirical likelihood ratio confidence regions
• Extending the scope of empirical likelihood
• Empirical likelihood and general estimating equations
• Empirical likelihood
• Empirical likelihood ratio confidence intervals for a single functional
• Title not available (Why is that?)
• Asymptotic Behavior of Wilcoxon Type Confidence Regions in Multiple Linear Regression
• Estimating the error distribution function in nonparametric regression with multivariate co\-var\-iates
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• Empirical likelihood for single-index varying-coefficient models
• On estimation and adaptive estimation for locally asymptotically normal families
• Empirical likelihood approach to goodness of fit testing
• Estimating the error distribution function in semiparametric regression
• Estimating the error distribution function in semiparametric additive regression models
• Empirical likelihood for single-index models
• Title not available (Why is that?)
• Empirical likelihood for non-smooth criterion functions
• GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
• Estimating the error distribution in a single-index model

Cited In (14)

• Variational Bayes for Fast and Accurate Empirical Likelihood Inference
• Inference about the slope in linear regression: an empirical likelihood approach
• On empirical likelihood statistical functions
• Empirical likelihood methods in econometrics: theory and practice
• Tutorial on maximum likelihood estimation
• Title not available (Why is that?)
• Maximum likelihood and restricted maximum likelihood estimators as functions of ordinary least squares and analysis of variance estimators
• Maximum likelihood estimation for the Erlang integer parameter
• The empty set and zero likelihood problems in maximum empirical likelihood estimation
• Title not available (Why is that?)
• Title not available (Why is that?)
• Empirical likelihood in some semiparametric models
• Efficient estimation in a regression model with missing responses
• Empirical likelihood and general estimating equations

Uses Software

• R

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