Empirical likelihood is Bartlett-correctable
From MaRDI portal
Publication:2277707
Recommendations
Cited in
(only showing first 100 items - show all)- Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions
- Smoothed weighted empirical likelihood ratio confidence intervals for quantiles
- Empirical likelihood inference for censored median regression with weighted empirical hazard functions
- Empirical likelihood confidence intervals for the differences of quantiles with missing data
- Empirical likelihood for median regression model with designed censoring variables
- Empirical likelihood-based evaluations of value at risk models
- Empirical likelihood for mixed-effects error-in-variables model
- Empirical likelihood for partial linear models with fixed designs
- Bayesian bootstrap credible sets for multidimensional mean functional
- On the calculation of standard error for quotation in confidence statements
- Empirical likelihood confidence intervals for linear regression coefficients
- On the accuracy of empirical likelihood confidence regions for linear regression model
- \(M\)-estimation and quantile estimation in the presence of auxiliary information
- Estimating a distribution function in the presence of auxiliary information
- Empirical likelihood-based confidence intervals for data with possible zero observations.
- Asymptotics and the theory of inference
- Coverage accuracy of confidence intervals in nonparametric regression
- Bartlett identities and large deviations in likelihood theory
- The MRL function inference through empirical likelihood in length-biased sampling
- Empirical likelihood based inference for fixed effects varying coefficient panel data models
- Saddlepoint tests for accurate and robust inference on overdispersed count data
- Empirical likelihood confidence regions for one- or two-samples with doubly censored data
- Adjusted blockwise empirical likelihood for long memory time series models
- Empirical likelihood ratio in penalty form and the convex hull problem
- Adjusted empirical likelihood for time series models
- The empirical likelihood approach to quantifying uncertainty in sample average approximation
- GEL estimation and tests of spatial autoregressive models
- Balanced augmented empirical likelihood for regression models
- A new method of calibration for the empirical loglikelihood ratio
- Nonparametric likelihood ratio confidence bands for quantile functions from incomplete survival data
- Empirical likelihood ratio test for or against a set of inequality constraints.
- Empirical likelihood-based inference under imputation for missing response data
- Generalized moment based estimation and inference
- Empirical likelihood confidence region for parameter in the errors-in-variables models.
- Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution.
- Empirical likelihood for partial linear models
- Two-sample empirical likelihood method
- On nonparametric likelihood ratio estimation of survival probabilities for censored data
- Exponential empirical likelihood is not Bartlett correctable
- Calibration of the empirical likelihood method for a vector mean
- Empirical likelihood for partially linear models
- Partial penalized empirical likelihood ratio test under sparse case
- Jackknife empirical likelihood inference with regression imputation and survey data
- Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance
- Empirical likelihood confidence regions for autoregressive models with explanatory variables
- Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model
- An empirical likelihood check with varying coefficient fixed effect model with panel data
- Empirical likelihood for partially linear errors-in-variables models with longitudinal data
- Two-step semiparametric empirical likelihood inference
- Split sample empirical likelihood
- Jackknife empirical likelihood for inequality constraints on regular functionals
- Empirical likelihood method for multivariate Cox regression
- Bias-corrected empirical likelihood in a multi-link semiparametric model
- Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects
- Adjusted empirical likelihood for long-memory time-series models
- Penalized empirical likelihood inference for sparse additive hazards regression with a diverging number of covariates
- A frequency domain empirical likelihood for short- and long-range dependence
- Calibration of the empirical likelihood for high-dimensional data
- Penalized empirical likelihood for semiparametric models with a diverging number of parameters
- The empirical likelihood prior applied to bias reduction of general estimating equations
- Mean empirical likelihood
- Two-sample extended empirical likelihood
- On Bartlett correctability of empirical likelihood in generalized power divergence family
- Empirical likelihood-based inference in a partially linear model for longitudinal data
- Empirical likelihood for the two-sample mean problem
- Empirical likelihood inference for censored median regression model via nonparametric kernel estimation
- Empirical likelihood for non-degenerate \(U\)-statistics
- Empirical likelihood for single-index models
- On empirical likelihood statistical functions
- Bartlett-type adjustments for empirical discrepancy test statistics
- Mean empirical likelihood inference for response mean with data missing at random
- An empirical likelihood ratio-based omnibus test for normality with an adjustment for symmetric alternatives
- On the robustness of empirical likelihood ratio confidence intervals for location
- Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations
- Second-order accurate confidence regions based on members of the generalized power divergence family
- Empirical likelihood for outlier detection and estimation in autoregressive time series
- Bartlett correction of empirical likelihood for non-Gaussian short-memory time series
- Empirical likelihood ratio tests for the linear regression model with inequality constraints
- Adjusted empirical likelihood inference for additive hazards regression
- Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
- Second-order refinement of empirical likelihood for testing overidentifying restrictions
- Extending the empirical likelihood by domain expansion
- Empirical Likelihood Inference for Nonparametric Regression Functions with Functional Stationary Ergodic Data
- On the second-order properties of empirical likelihood with moment restrictions
- Estimating the conditional error distribution in non-parametric regression
- Empirical likelihood in long-memory time series models
- Level-specific correction for nonparametric likelihoods
- Simple and exact empirical likelihood ratio tests for normality based on moment relations
- Empirical likelihood for efficient semiparametric average treatment effects
- Depth-based weighted empirical likelihood and general estimating equations
- Methodology and Algorithms of Empirical Likelihood
- Detecting difference between coefficients in linear model using jackknife empirical likelihood
- Regression analysis for long-term survival rate via empirical likelihood
- Mixture Distributions Based Methods of Calibration for the Empirical Log-Likelihood Ratio
- Spatial median depth-based robust adjusted empirical likelihood
- The joy of proofs in statistical research
- Large-Deviations Theory and Empirical Estimator Choice
- Edistribution
- Analyzing Incomplete Data Subject to a Threshold using Empirical Likelihood Methods: An Application to a Pneumonia Risk Study in an ICU Setting
- Empirical likelihood approach to goodness of fit testing
This page was built for publication: Empirical likelihood is Bartlett-correctable
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2277707)
