On the asymptotic properties of the shrinkage empirical likelihood estimators for longitudinal data

DOI10.3969/J.ISSN.0253-2778.2017.03.003zbMATH Open1389.62041MaRDI QIDQ3132278FDOQ3132278

Authors: Gang Xu, Yan Zhang, Weiping Zhang 

Publication date: 29 January 2018

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zbMATH Keywords

longitudinal dataempirical likelihoodshrinkage estimationlarge sample properties

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Cited In (3)

• Consistency of the pseudo-likelihood equation for longitudinal data
• A class of shrinkage priors for the dependence structure in longitudinal data
• Shrinkage empirical likelihood estimator in longitudinal analysis with time-dependent covariates -- application to modeling the health of Filipino children

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