Jackknife-blockwise empirical likelihood methods under dependence

DOI10.1016/J.JMVA.2011.06.009MaRDI QIDQ643294zbMATH OpenOpenAlexFDO

Authors Liang Peng, Yongcheng Qi, Rong-Mao Zhang

Publication date 28 October 2011

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

Full work available at URL https://doi.org/10.1016/j.jmva.2011.06.009

zbMATH Keywords

empirical likelihoodjackknifeweak dependenceconfidence regiongeneral estimating equations

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15)

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Cites work

• scientific article; zbMATH DE number 5503181 (Why is no real title available?)
• scientific article; zbMATH DE number 1779488 (Why is no real title available?)
• scientific article; zbMATH DE number 3349105 (Why is no real title available?)
• A frequency domain empirical likelihood for short- and long-range dependence
• A general resampling scheme for triangular arrays of -mixing random variables with application to the problem of spectral density estimation
• A review on empirical likelihood methods for regression
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Conditional Heteroskedasticity in Asset Returns: A New Approach
• EMPIRICAL LIKELIHOOD FOR GARCH MODELS
• Empirical likelihood
• Empirical likelihood and general estimating equations
• Empirical likelihood methods with weakly dependent processes
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• Jackknife Empirical Likelihood
• Moment bounds for stationary mixing sequences
• On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
• Reduce computation in profile empirical likelihood method

Cited in

(8)

• A review of empirical likelihood methods for time series
• A blockwise empirical likelihood method for time series in frequency domain inference
• General jackknife empirical likelihood and its applications
• A new estimator of the self-similarity exponent through the empirical likelihood ratio test
• Confidence intervals for the mean based on exponential type inequalities and empirical likelihood
• Jackknife empirical likelihood: small bandwidth, sparse network and high-dimensional asymptotics
• Reduce computation in profile empirical likelihood method
• A review of recent advances in empirical likelihood

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