Level-specific correction for nonparametric likelihoods

DOI10.1080/10485252.2014.929676zbMATH Open1305.62186OpenAlexW2079937689MaRDI QIDQ2934385FDOQ2934385

Jiahua Chen, Ting Li, Yukun Liu

Publication date: 12 December 2014

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2014.929676

zbMATH Keywords

Bartlett correctionempirical likelihoodpower divergence familyEuclidean likelihoodexponential tilting likelihood

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)

Cites Work

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• Empirical likelihood for linear models
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• Empirical likelihood and general estimating equations
• Bounds on coverage probabilities of the empirical likelihood ratio confidence regions.
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• Information Theoretic Approaches to Inference in Moment Condition Models
• Empirical likelihood as a goodness-of-fit measure
• Empirical likelihood estimation for finite populations and the effective usage of auxiliary information
• On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood
• Miscellanea. Bartlett adjustment of empirical discrepancy statistics
• Second-order refinement of empirical likelihood for testing overidentifying restrictions
• On the second-order properties of empirical likelihood with moment restrictions
• Nonparametric standard errors and confidence intervals
• On Bartlett correction of empirical likelihood in the presence of nuisance parameters
• A penalized empirical likelihood method in high dimensions
• The empty set and zero likelihood problems in maximum empirical likelihood estimation
• Empty set problem of maximum empirical likelihood methods
• Adjusted empirical likelihood with high-order precision
• On the central limit theorem in \(R_ k\)

Cited In (1)

• Second-order accurate confidence regions based on members of the generalized power divergence family

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