Methodology and Algorithms of Empirical Likelihood
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(only showing first 100 items - show all)- Test for a mean vector with fixed or divergent dimension
- Semi-empirical likelihood inference for the ROC curve with missing data
- Empirical likelihood for the two-sample mean problem
- Empirical likelihood for single-index models
- Empirical likelihood inference for partial linear models with ARCH(1) errors
- Inference of high quantiles of a heavy-tailed distribution from block data
- On the robustness of empirical likelihood ratio confidence intervals for location
- Empirical likelihood confidence bands for distribution functions with missing responses
- Nonparametric interval estimation for the mean of a zero-inflated population
- Empirical likelihood confidence intervals for \(M\)-functionals in the presence of auxiliary information
- Frequency domain generalized empirical likelihood method
- Nonparametric estimation of linear functionals of a bivariate distribution under univariate censoring
- Empirical likelihood in causal inference
- Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations
- Nonparametric inference for VaR, CTE, and expectile with high-order precision
- Empirical likelihood for generalized partially linear varying-coefficient models
- Asymptotic equivalence of empirical likelihood and Bayesian MAP
- Empirical likelihood for average derivatives
- Mean empirical likelihood
- Empirical Likelihood in a Semi-Parametric Model for Missing Response Data
- Empirical-likelihood-based confidence intervals for quantile regression models with longitudinal data
- Empirical likelihood for single-index varying-coefficient models with right-censored data
- A review on empirical likelihood methods for regression
- Empirical likelihood for quantiles under negatively associated samples
- Empirical likelihood for density-weighted average derivatives
- Semiparametric likelihood ratio inference
- Mixture Distributions Based Methods of Calibration for the Empirical Log-Likelihood Ratio
- Adaptive confidence region for the direction in semiparametric regressions
- On the tail index of a heavy tailed distribution
- Simple and exact empirical likelihood ratio tests for normality based on moment relations
- Empirical likelihood for response differences in two linear regression models with missing data
- Empirical likelihood inference for censored median regression with weighted empirical hazard functions
- scientific article; zbMATH DE number 2148829 (Why is no real title available?)
- Empirical likelihood confidence intervals for response mean with data missing at random
- Empirical likelihood ratio based confidence intervals for mixture proportions
- Asymptotic normality of the local linear estimation of the conditional density for functional time-series data
- Empirical likelihood for nonparametric parts in semiparametric varying-coefficient partially linear models
- Confidence intervals for nonparametric regression functions under negatively associated errors
- GEL estimation and tests of spatial autoregressive models
- Semi-parametric hybrid empirical likelihood inference for two-sample comparison with censored data
- Empirical likelihood for linear models under linear process errors
- Confidence regions for high quantiles of a heavy tailed distribution
- Fundamental tools for developing likelihood functions within ACT-R
- Empirical likelihood for linear regression models with missing responses
- New empirical likelihood inference for the mean residual life with length-biased and right-censored data
- Least empirical risk procedures in statistical inference
- Bayesian and influence function‐based empirical likelihoods for inference of sensitivity to the early diseased stage in diagnostic tests
- A Characterization of Most(More) Powerful Test Statistics with Simple Nonparametric Applications
- Calibrated bootstrap and saddlepoint approximations of finite population \(L\)-statistics
- Testing homogeneity in a semiparametric two-sample problem
- Penalized empirical likelihood for quantile regression with missing covariates and auxiliary information
- A note on residual-based empirical likelihood kernel density estimation
- Empirical likelihood based inference for fixed effects varying coefficient panel data models
- Empirical likelihood inference for the panel count data with informative observation process
- EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS
- Peter Hall's contribution to empirical likelihood
- A review of empirical likelihood methods for time series
- Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters
- On the second-order properties of empirical likelihood with moment restrictions
- Empirical likelihood for partially linear models with missing responses: the fixed design case
- Empirical likelihood inference for median regression models for censored survival data
- Empirical likelihood for conditional quantile with left-truncated and dependent data
- Empirical likelihood-based inferences for the Lorenz curve
- Empirical likelihood for varying-coefficient single-index model with right-censored data
- Confidence intervals for probability density functions under associated samples
- Robust penalized empirical likelihood estimation method for linear regression
- Empirical likelihood for heteroscedastic partially linear models
- Empirical likelihood-based inferences for generalized partially linear models
- Empirical likelihood-based robust tests for genetic association analysis with quantitative traits
- Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance
- Influence function-based empirical likelihood and generalized confidence intervals for the Lorenz curve
- A new method of calibration for the empirical loglikelihood ratio
- Empirical likelihood for probability density functions under negatively associated samples
- Empirical likelihood inference for partial linear models under martingale difference sequence
- Empirical likelihood confidence regions for comparison distributions and ROC curves
- Estimation and inference for generalized semi-varying coefficient models
- Integrated likelihood computation methods
- Mean empirical likelihood
- Computational analysis of the behavior of stochastic volatility models with financial applications
- A blockwise empirical likelihood method for time series in frequency domain inference
- Empirical likelihood inference for the mean residual life under random censorship
- Pseudo-likelihood theory for empirical likelihood
- Bayesian analysis of restricted penalized empirical likelihood
- Inference for the Mean Residual Life Function via Empirical Likelihood
- An empirical likelihood method for spatial regression
- Empirical likelihood inference in linear regression with nonignorable missing response
- Empirical likelihood for partially linear models with missing responses at random
- Combining empirical likelihood and robust estimation methods for linear regression models
- Empirical likelihood based tests for stochastic ordering under right censorship
- Empirical likelihood-based inferences for partially linear models with missing covariates
- Empirical likelihood approach to goodness of fit testing
- Hypothesis testing for two population means: parametric or non-parametric test?
- Two-sample empirical likelihood method for difference between coefficients in linear regression model
- Empirical likelihood for a partially linear single-index measurement error model with right-censored data
- An empirical likelihood inference for the coefficient difference of a two-sample linear model with missing response data
- Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution.
- Empirical \(\varphi^\ast\)-divergence minimizers for Hadamard differentiable functionals
- Two-sample empirical likelihood method
- Restricted survival benefit with right‐censored data
- Empirical likelihood for partial linear models with fixed designs
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