Bayesian analysis of restricted penalized empirical likelihood
From MaRDI portal
Publication:2032227
DOI10.1007/s00180-020-01046-3zbMath1505.62054OpenAlexW3106952016MaRDI QIDQ2032227
Seyed Kamran Ghoreishi, Mahdieh Bayati, Jingjing Wu
Publication date: 16 June 2021
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-020-01046-3
EM algorithmGibbs samplingestimating equationsempirical likelihoodBayesian optimizationrestricted empirical likelihood
Computational methods for problems pertaining to statistics (62-08) Nonparametric estimation (62G05)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- On the second-order properties of empirical likelihood with moment restrictions
- Empirical likelihood on the full parameter space
- On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model
- A penalized empirical likelihood method in high dimensions
- Empirical likelihood ratio confidence regions
- A penalized version of the empirical likelihood ratio for the population mean
- Extending the scope of empirical likelihood
- Empirical likelihood and general estimating equations
- Bounds on coverage probabilities of the empirical likelihood ratio confidence regions.
- High dimensional generalized empirical likelihood for moment restrictions with dependent data
- Penalized empirical likelihood and growing dimensional general estimating equations
- Penalized high-dimensional empirical likelihood
- Extended empirical likelihood for estimating equations
- Methodology and Algorithms of Empirical Likelihood
- Effects of data dimension on empirical likelihood
- Empirical likelihood ratio confidence intervals for a single functional
- Confidence Interval Estimation of Survival Probabilities for Censored Data
- Bayesian empirical likelihood
- Nested coordinate descent algorithms for empirical likelihood
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- On Bartlett correction of empirical likelihood in the presence of nuisance parameters
