Empirical likelihood confidence intervals for nonparametric density estimation
From MaRDI portal
Publication:3837315
DOI10.1093/biomet/83.2.329zbMath0864.62017OpenAlexW2035696962MaRDI QIDQ3837315
Publication date: 22 June 1997
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/83.2.329
confidence intervalskernel methodsimulation studydensity estimationempirical likelihoodBartlett correctioncoverage accuracysmoothing bandwidthundersmoothingkernel-based percentile-\(t\) bootstrap
Density estimation (62G07) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)
Related Items (48)
Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood ⋮ Adjusted empirical likelihood method for quantiles ⋮ Empirical likelihood-based inference for nonparametric recurrent diffusions ⋮ Empirical likelihood in some semiparametric models ⋮ Bernstein polynomial probability density estimation ⋮ Combining empirical likelihood and robust estimation methods for linear regression models ⋮ An alternative algorithm of the empirical likelihood estimation for the parameter of a linear regression model ⋮ Empirical likelihood method for the multivariate accelerated failure time models ⋮ A simple bootstrap method for constructing nonparametric confidence bands for functions ⋮ Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data ⋮ Empirical likelihood inference for the mean residual life under random censorship ⋮ Robust penalized empirical likelihood estimation method for linear regression ⋮ A review on empirical likelihood methods for regression ⋮ Empirical likelihood confidence intervals for nonparametric functional data analysis ⋮ Empirical likelihood for the contrast of two hazard functions with right censoring ⋮ On the tail index of a heavy tailed distribution ⋮ Empirical likelihood method for linear transformation models ⋮ Confidence intervals for probability density functions under associated samples ⋮ Empirical likelihood ratio tests for multivariate regression models ⋮ Coverage accuracy of confidence intervals in nonparametric regression ⋮ Empirical likelihood inference for probability density functions under association ⋮ Density estimation under a two-sample semiparametric model ⋮ Empirical Likelihood Ratio for Linear Transformation Models with Doubly Censored Data ⋮ A bias-reduced approach to density estimation using Bernstein polynomials ⋮ Density Estimation via Bayesian Inference Engines ⋮ On nonparametric local inference for density estimation ⋮ Nonparametric inference via bootstrapping the debiased estimator ⋮ On improving convergence rate of Bernstein polynomial density estimator ⋮ Nonparametric Bayesian inference for multivariate density functions using Feller priors ⋮ A note on generalized Bernstein polynomial density estimators ⋮ Empirical likelihood for non-degenerate \(U\)-statistics ⋮ Adaptive confidence region for the direction in semiparametric regressions ⋮ Multiplicative bias correction for asymmetric kernel density estimators revisited ⋮ Empirical likelihood for probability density functions under negatively associated samples ⋮ Beta kernel estimators for density functions ⋮ Empirical Likelihood Method for General Additive-Multiplicative Hazard Models ⋮ Iterated Bootstrap‐t Confidence Intervals for Density Functions ⋮ Using small bias nonparametric density estimators for confidence interval estimation ⋮ A review of uncertainty quantification for density estimation ⋮ Extending the scope of empirical likelihood ⋮ Empirical likelihood tests for two-sample problems via nonparametric density estimation ⋮ Empirical likelihood confidence intervals for hazard and density functions under right censor\-ship ⋮ Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters ⋮ Weighted log-normal kernel density estimation ⋮ Empirical likelihood-MM (EL-MM) estimation for the parameters of a linear regression model ⋮ Empirical likelihood-based evaluations of value at risk models ⋮ Empirical likelihood for average derivatives ⋮ Confidence intervals for probability density functions under strong mixing samples
This page was built for publication: Empirical likelihood confidence intervals for nonparametric density estimation