Level-specific correction for nonparametric likelihoods
From MaRDI portal
Publication:2934385
Recommendations
- On the level-error after Bartlett adjustment of the likelihood ratio statistic
- scientific article; zbMATH DE number 3996855
- Corrections for Bias in Maximum Likelihood Parameter Estimates Due to Nuisance Parameters
- A nondegenerate penalized likelihood estimator for variance parameters in multilevel models
- On the corrections to the likelihood ratio statistics
- A multilevel model correction method for parameter identification
- scientific article; zbMATH DE number 3996860
- Nonparametric Estimation of Regression Level Sets
Cites work
- A penalized empirical likelihood method in high dimensions
- Adjusted empirical likelihood with high-order precision
- Applied multivariate statistical analysis.
- Bounds on coverage probabilities of the empirical likelihood ratio confidence regions.
- Empirical likelihood and general estimating equations
- Empirical likelihood as a goodness-of-fit measure
- Empirical likelihood estimation for finite populations and the effective usage of auxiliary information
- Empirical likelihood for linear models
- Empirical likelihood is Bartlett-correctable
- Empirical likelihood on the full parameter space
- Empirical likelihood ratio confidence intervals for a single functional
- Empty set problem of maximum empirical likelihood methods
- Information Theoretic Approaches to Inference in Moment Condition Models
- Miscellanea. Bartlett adjustment of empirical discrepancy statistics
- Nonparametric standard errors and confidence intervals
- On Bartlett correction of empirical likelihood in the presence of nuisance parameters
- On the central limit theorem in \(R_ k\)
- On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood
- On the second-order properties of empirical likelihood with moment restrictions
- On the validity of the formal Edgeworth expansion
- Second-order refinement of empirical likelihood for testing overidentifying restrictions
- The empty set and zero likelihood problems in maximum empirical likelihood estimation
Cited in
(5)- Second-order accurate confidence regions based on members of the generalized power divergence family
- Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance
- Constructing nonparametric likelihood confidence regions with high order precisions
- Exponential empirical likelihood is not Bartlett correctable
- On Bartlett correctability of empirical likelihood in generalized power divergence family
This page was built for publication: Level-specific correction for nonparametric likelihoods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2934385)
