Resampling calibrated adjusted empirical likelihood
From MaRDI portal
Publication:5247414
DOI10.1002/CJS.11234zbMath1310.62060OpenAlexW2061973614MaRDI QIDQ5247414
Lei Wang, Jiahua Chen, Xiao-Long Pu
Publication date: 24 April 2015
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.11234
bootstrapcoverage probabilityempirical likelihoodBartlett correctionestimating equationempty set problem
Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)
Related Items (3)
Jackknife empirical likelihood inference for the Pietra ratio ⋮ Spatial median depth-based robust adjusted empirical likelihood ⋮ Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Longitudinal data analysis using generalized linear models
- On the second-order properties of empirical likelihood with moment restrictions
- Empirical likelihood on the full parameter space
- Empirical likelihood ratio confidence regions
- Adjusted empirical likelihood with high-order precision
- Empirical likelihood and general estimating equations
- On the accuracy of empirical likelihood confidence regions for linear regression model
- Adjusted empirical likelihood with high-order one-sided coverage precision
- Bounds on coverage probabilities of the empirical likelihood ratio confidence regions.
- Calibration of the empirical likelihood method for a vector mean
- Empty set problem of maximum empirical likelihood methods
- Empirical likelihood is Bartlett-correctable
- SECOND-ORDER REFINEMENT OF EMPIRICAL LIKELIHOOD FOR TESTING OVERIDENTIFYING RESTRICTIONS
- Constructing nonparametric likelihood confidence regions with high order precisions
- On the level-error after Bartlett adjustment of the likelihood ratio statistic
- Empirical likelihood ratio confidence intervals for a single functional
- Intentionally Biased Bootstrap Methods
- An Information-Theoretic Alternative to Generalized Method of Moments Estimation
- The Generalization of Student's Ratio
- Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
- Finite-sample properties of the adjusted empirical likelihood
- EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS
This page was built for publication: Resampling calibrated adjusted empirical likelihood