Reduce computation in profile empirical likelihood method
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Publication:3087599
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Cites work
- scientific article; zbMATH DE number 1894668 (Why is no real title available?)
- scientific article; zbMATH DE number 2188837 (Why is no real title available?)
- A NEW CALIBRATION METHOD OF CONSTRUCTING EMPIRICAL LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR THE TAIL INDEX
- A frequency domain empirical likelihood for short- and long-range dependence
- A review on empirical likelihood methods for regression
- An adaptive empirical likelihood test for parametric time series regression models
- Confidence regions for high quantiles of a heavy tailed distribution
- Data Tilting for Time Series
- Effects of data dimension on empirical likelihood
- Empirical likelihood and general estimating equations
- Empirical likelihood based confidence intervals for copulas
- Empirical likelihood confidence intervals for the mean of a long‐range dependent process
- Empirical likelihood confidence regions for comparison distributions and ROC curves
- Empirical likelihood for the difference of quantiles under censorship
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Empirical likelihood tests for two-sample problems via nonparametric density estimation
- Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution.
- Empirical-likelihood-based semiparametric inference for the treatment effect in the two-sample problem with censoring
- Extending the scope of empirical likelihood
- Generalized empirical likelihood tests in time series models with potential identification failure
- Jackknife Empirical Likelihood
- Likelihood based confidence intervals for the tail index
- Methodology and Algorithms of Empirical Likelihood
- On empirical likelihood for semiparametric two-sample density ratio models
- On the second-order properties of empirical likelihood with moment restrictions
- Option Pricing With V. G. Martingale Components1
- Processes of normal inverse Gaussian type
- Quantile inference for near-integrated autoregressive times series with infinite variance
- Smoothed empirical likelihood confidence intervals for quantiles
- The Variance Gamma Process and Option Pricing
- The normal inverse gaussian lévy process: simulation and approximation
- Weighted empirical likelihood in some two-sample semiparametric models with various types of censored data
Cited in
(15)- Jackknife empirical likelihood for the mean difference of two zero-inflated skewed populations
- Statistical inference for the difference of two Lorenz curves
- Jackknife empirical likelihood tests for distribution functions
- Uniform Test for Predictive Regression With AR Errors
- Approximations to the profile empirical likelihood function for a scalar parameter in the context of \(M\)-estimation
- Penalized Jackknife Empirical Likelihood in High Dimensions
- Jackknife empirical likelihood methods for gini correlations and their equality testing
- A new estimator of the self-similarity exponent through the empirical likelihood ratio test
- Small sample inference for probabilistic index models
- Jackknife-blockwise empirical likelihood methods under dependence
- Depth-based weighted jackknife empirical likelihood for non-smooth \(U\)-structure equations. WJEL for \(U\)-structure equations
- Reduce the computation in jackknife empirical likelihood for comparing two correlated Gini indices
- Approximate jackknife empirical likelihood method for estimating equations
- A review of recent advances in empirical likelihood
- Jackknife empirical likelihood for the mean of a zero-and-one inflated population
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