Spatial median depth-based robust adjusted empirical likelihood

DOI10.1080/10485252.2015.1072179zbMATH Open1328.62222OpenAlexW1899919199MaRDI QIDQ3455259FDOQ3455259

Xiaolong Pu, Guanfu Liu, Wendong Li, Lei Wang

Publication date: 4 December 2015

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2015.1072179

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zbMATH Keywords

coverage probabilityadjusted empirical likelihoodspatial depthempty set problemgeneral estimating equationrobust empirical likelihood

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

Cites Work

• Longitudinal data analysis using generalized linear models
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• An Information-Theoretic Alternative to Generalized Method of Moments Estimation
• Robust estimating equation based on statistical depth
• EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS
• On the second-order properties of empirical likelihood with moment restrictions
• Nonparametric multivariate descriptive measures based on spatial quantiles
• Empty set problem of maximum empirical likelihood methods
• Title not available (Why is that?)
• Weighted empirical likelihood estimates and their robustness properties
• Calibration of the empirical likelihood method for a vector mean
• Adjusted empirical likelihood with high-order precision
• Finite-sample properties of the adjusted empirical likelihood
• Depth-based weighted empirical likelihood and general estimating equations
• Adjusted empirical likelihood with high-order one-sided coverage precision
• Resampling calibrated adjusted empirical likelihood
• Weighted empirical likelihood inference.
• On the robustness of empirical likelihood ratio confidence intervals for location

Cited In (1)

• A review of recent advances in empirical likelihood

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