Empirical likelihood in the presence of nuisance parameters

DOI10.1093/biomet/86.1.203zbMath0917.62029OpenAlexW2072145370MaRDI QIDQ4238084

Nicole A. Lazar, Per Aslak Mykland

Publication date: 5 July 1999

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/86.1.203

zbMATH Keywords

likelihood ratio testaccuracyEdgeworth expansionempirical likelihoodBartlett correctionlikelihood inferencemartingale inferencegeneral estimating equation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (11)

Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood ⋮ Bayesian empirical likelihood methods for quantile comparisons ⋮ Split sample empirical likelihood ⋮ Semiparametric regression using empirical likelihood with shape information ⋮ GEL estimation and tests of spatial autoregressive models ⋮ Empirical likelihood for the two-sample mean problem ⋮ Bartlett correctable two-sample adjusted empirical likelihood ⋮ Point estimation with exponentially tilted empirical likelihood ⋮ On empirical likelihood statistical functions ⋮ Bartlett identities and large deviations in likelihood theory ⋮ Modifications of the Empirical Likelihood Interval Estimation with Improved Coverage Probabilities

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