Semiparametric analysis in double-sampling designs via empirical likelihood

DOI10.1016/J.JMVA.2011.04.014MaRDI QIDQ549923zbMATH OpenOpenAlexFDO

Authors Wen Yu

Publication date 19 July 2011

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2011.04.014

zbMATH Keywords

growing constraintsmissing completely at randomsemiparametric efficiencyWilks theorem

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

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Cites work

• A Unified Approach to Regression Analysis Under Double-Sampling Designs
• An empirical likelihood approach to data analysis under two-stage sampling designs
• Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
• Efficient semiparametric estimation of multi-valued treatment effects under ignorability
• Empirical likelihood
• Empirical likelihood and general estimating equations
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
• Extending the scope of empirical likelihood
• Logistic regression for two-stage case-control data
• Semiparametric theory and missing data.

Cited in

(2)

• A Unified Approach to Regression Analysis Under Double-Sampling Designs
• An empirical likelihood approach to data analysis under two-stage sampling designs

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