An alternative algorithm of the empirical likelihood estimation for the parameter of a linear regression model

DOI10.1080/03610918.2018.1435801OpenAlexW2791780833MaRDI QIDQ5087464FDOQ5087464

Olcay Arslan, Şenay Özdemir

Publication date: 1 July 2022

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2018.1435801

zbMATH Keywords

linear regressionempirical likelihoodLagrange multipliers

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Cites Work

• Empirical likelihood confidence intervals for nonparametric density estimation
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• Empirical likelihood ratio confidence regions
• Robust Estimation of a Location Parameter
• Empirical likelihood for linear models
• Empirical likelihood and general estimating equations
• Empirical likelihood
• Empirical likelihood ratio confidence intervals for a single functional
• Robust Statistics
• Methodology and Algorithms of Empirical Likelihood
• Title not available (Why is that?)
• A review on empirical likelihood methods for regression
• Empirical likelihood confidence intervals for linear regression coefficients
• On the accuracy of empirical likelihood confidence regions for linear regression model
• Title not available (Why is that?)
• Title not available (Why is that?)
• Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood
• An R package and a study of methods for computing empirical likelihood
• Self-concordance for empirical likelihood

Cited In (3)

• Combining empirical likelihood and robust estimation methods for linear regression models
• Algorithm 717: Subroutines for maximum likelihood and quasi-likelihood estimation of parameters in nonlinear regression models
• Empirical likelihood-MM (EL-MM) estimation for the parameters of a linear regression model

Uses Software

• robustbase

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