An R package and a study of methods for computing empirical likelihood
DOI10.1080/00949655.2012.660487zbMATH Open1431.62011OpenAlexW2073235406MaRDI QIDQ5218871FDOQ5218871
Authors: Dan Yang, Dylan S. Small
Publication date: 6 March 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2012.660487
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Cites Work
- Empirical likelihood ratio confidence regions
- Identification of Causal Effects Using Instrumental Variables
- Empirical likelihood
- The Estimation of Economic Relationships using Instrumental Variables
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- Sensitivity Analysis for Instrumental Variables Regression With Overidentifying Restrictions
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- Empirical likelihood ratio test for or against a set of inequality constraints.
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Cited In (8)
- Empirical likelihood estimation for linear regression models with AR(p) error terms with numerical examples
- maxLik: a package for maximum likelihood estimation in R
- Fundamental tools for developing likelihood functions within ACT-R
- Self-concordance for empirical likelihood
- Nested coordinate descent algorithms for empirical likelihood
- An empirical likelihood-based CUSUM for on-line model change detection
- A review of recent advances in empirical likelihood
- An alternative algorithm of the empirical likelihood estimation for the parameter of a linear regression model
Uses Software
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