EMPIRICAL LIKELIHOOD CONFIDENCE INTERVALS FOR DEPENDENT DURATION DATA

DOI10.1017/S0266466610000162zbMath1207.62104MaRDI QIDQ3081464

Ingrid Van Keilegom, Ian W. McKeague, Anouar El Ghouch

Publication date: 8 March 2011

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62N01: Censored data models

62G15: Nonparametric tolerance and confidence regions

Related Items

Censored quantile regression processes under dependence and penalization, Rejoinder on: A review on empirical likelihood methods for regression, Nonparametric estimation of linear functionals of a bivariate distribution under univariate censoring, ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA

Cites Work

• Empirical likelihood methods with weakly dependent processes
• Some mixing properties of time series models
• Almost sure asymptotic representation for a class of functionals of the Kaplan-Meier estimator
• Uniform strong estimation under \(\alpha\)-mixing, with rates
• Strict stationarity of generalized autoregressive processes
• The strong law under random censorship
• The Kaplan-Meier estimate for dependent failure time observations
• The jackknife estimate of variance of a Kaplan-Meier integral
• Subsampling for heteroskedastic time series
• The law of large numbers for \(U\)-statistics under absolute regularity
• The jackknife and the bootstrap for general stationary observations
• The central limit theorem under random censorship
• On the central limit theorem for \(U\)-statistics under absolute regularity
• The bootstrap of the mean for strong mixing sequences under minimal conditions
• Methodology and Algorithms of Empirical Likelihood
• Empirical likelihood ratio confidence intervals for a single functional
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Confidence Interval Estimation of Survival Probabilities for Censored Data
• Automatic Block-Length Selection for the Dependent Bootstrap
• Nonparametric Identification and Estimation of a Censored Location-Scale Regression Model
• Estimating a distribution function for censored time series data
• Empirical likelihood for a class of functionals of survival distribution with censored data