A review of recent advances in empirical likelihood

DOI10.1002/WICS.1599MaRDI QIDQ6602013zbMATH OpenFDO

Authors Pangpang Liu, Yichuan Zhao

Publication date 11 September 2024

Published in Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/WICS.1599

zbMATH Keywords

empirical likelihoodhigh dimensionsvariants of empirical likelihood

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites work

• A jackknife empirical likelihood approach for K-sample tests
• A jackknife empirical likelihood approach for testing the homogeneity of K variances
• A new scope of penalized empirical likelihood with high-dimensional estimating equations
• A nonparametric approach for partial areas under ROC curves and ordinal dominance curves
• A penalized empirical likelihood method in high dimensions
• A penalized version of the empirical likelihood ratio for the population mean
• A recursive formula for the Kaplan-Meier estimator with mean constraints and its application to empirical likelihood
• A review of empirical likelihood methods for time series
• A review on empirical likelihood methods for regression
• A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
• Adjusted empirical likelihood method for quantiles
• Adjusted empirical likelihood with high-order one-sided coverage precision
• Adjusted empirical likelihood with high-order precision
• An efficient empirical likelihood approach for estimating equations with missing data
• An R package and a study of methods for computing empirical likelihood
• Approximate jackknife empirical likelihood method for estimating equations
• Balanced augmented jackknife empirical likelihood for two sample U-statistics
• Bartlett correctable two-sample adjusted empirical likelihood
• Bartlett-corrected two-sample adjusted empirical likelihood via resampling
• Bayesian empirical likelihood
• Bayesian empirical likelihood estimation of quantile structural equation models
• Bayesian empirical likelihood for quantile regression
• Bayesian empirical likelihood for ridge and Lasso regressions
• Bayesian empirical likelihood inference and order shrinkage for autoregressive models
• Bayesian empirical likelihood inference with complex survey data
• Bayesian empirical likelihood methods for quantile comparisons
• Bayesian exponentially tilted empirical likelihood
• Bayesian jackknife empirical likelihood
• Bayesian jackknife empirical likelihood for the error variance in linear regression models
• Bayesian Pseudo-Empirical-Likelihood Intervals for Complex Surveys
• Bias-corrected empirical likelihood in a multi-link semiparametric model
• Bounds on coverage probabilities of the empirical likelihood ratio confidence regions.
• Calibration of the empirical likelihood for high-dimensional data
• Calibration of the empirical likelihood method for a vector mean
• Confidence intervals for data containing many zeros and ones based on empirical likelihood-type methods
• Depth-based weighted empirical likelihood and general estimating equations
• Depth-based weighted jackknife empirical likelihood for non-smooth \(U\)-structure equations. WJEL for \(U\)-structure equations
• Econometric estimation with high-dimensional moment equalities
• Effects of data dimension on empirical likelihood
• Empirical likelihood
• Empirical likelihood and general estimating equations
• Empirical likelihood based on synthetic right censored data
• Empirical likelihood confidence intervals for complex sampling designs
• Empirical likelihood confidence intervals for regression parameters of the survival rate
• Empirical likelihood confidence intervals for response mean with data missing at random
• Empirical likelihood confidence regions for comparison distributions and ROC curves
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• Empirical likelihood confidence regions in the single-index model with growing dimensions
• Empirical likelihood for a class of functionals of survival distribution with censored data
• Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters
• Empirical likelihood for high-dimensional linear regression models
• Empirical likelihood for linear models
• Empirical likelihood for non-smooth criterion functions
• Empirical likelihood for partially linear proportional hazards models with growing dimensions
• Empirical likelihood for semiparametric regression model with missing response data
• Empirical likelihood for small area estimation
• Empirical likelihood for the bivariate survival function under univariate censoring
• Empirical likelihood in some nonparametric and semiparametric models
• Empirical likelihood in the presence of nuisance parameters
• Empirical likelihood inference for semi-parametric transformation models with length-biased sampling
• Empirical Likelihood Inference for the Area under the ROC Curve
• Empirical Likelihood Inference for the Cox Model with Time‐dependent Coefficients via Local Partial Likelihood
• Empirical likelihood inference for the mean past lifetime function
• Empirical likelihood inference for the mean residual life under random censorship
• Empirical likelihood is Bartlett-correctable
• Empirical likelihood methods based on influence functions
• Empirical likelihood methods for the Gini index
• Empirical likelihood methods in econometrics: theory and practice
• Empirical likelihood on the full parameter space
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data
• Empirical likelihood test for a large-dimensional mean vector
• Empirical likelihood test for high dimensional linear models
• Empirical likelihood test for high-dimensional two-sample model
• Empirical likelihood tests for nonparametric detection of differential expression from RNA-seq data
• Extended empirical likelihood for estimating equations
• Extending the empirical likelihood by domain expansion
• Extending the scope of empirical likelihood
• Finite-sample properties of the adjusted empirical likelihood
• GMM, GEL, Serial Correlation, and Asymptotic Bias
• Hamiltonian Monte Carlo sampling in Bayesian empirical likelihood computation
• High dimensional generalized empirical likelihood for moment restrictions with dependent data
• High-dimensional empirical likelihood inference
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• Higher-order properties of Bayesian empirical likelihood
• scientific article; zbMATH DE number 1894668 (Why is no real title available?)
• Inference for Cox's regression models via adjusted empirical likelihood
• Inference under unequal probability sampling with the Bayesian exponentially tilted empirical likelihood
• Jackknife Empirical Likelihood
• Jackknife empirical likelihood based confidence intervals for partial areas under ROC curves
• Jackknife empirical likelihood for comparing two Gini indices
• Jackknife Empirical Likelihood for the Accelerated Failure Time Model with Censored Data
• Jackknife empirical likelihood for the difference of two volumes under ROC surfaces
• Jackknife empirical likelihood for the error variance in linear models
• Jackknife empirical likelihood for the mean difference of two zero-inflated skewed populations
• Jackknife empirical likelihood inference for the accelerated failure time model
• Jackknife empirical likelihood inference for the mean absolute deviation
• Jackknife empirical likelihood inference for the Pietra ratio
• Jackknife empirical likelihood inference with regression imputation and survey data
• Jackknife Empirical Likelihood Intervals for Spearman’s Rho
• Jackknife empirical likelihood method for copulas
• Jackknife empirical likelihood method for multiply robust estimation with missing data
• Jackknife empirical likelihood method for testing the equality of two variances
• Jackknife empirical likelihood methods for gini correlations and their equality testing
• Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models
• Jackknife empirical likelihood test for equality of two high dimensional means
• Jackknife empirical likelihood test for high-dimensional regression coefficients
• Jackknife empirical likelihood tests for distribution functions
• Jackknife empirical likelihood tests for error distributions in regression models
• Jackknife empirical likelihood-based inference for S-Gini indices
• Jackknife empirical likelihood: small bandwidth, sparse network and high-dimensional asymptotics
• Jackknife-blockwise empirical likelihood methods under dependence
• Kullback-Leibler upper confidence bounds for optimal sequential allocation
• Large dimensional empirical likelihood
• Mean empirical likelihood
• Mean empirical likelihood
• Methodology and Algorithms of Empirical Likelihood
• Modified empirical likelihood-based confidence intervals for data containing many zero observations
• Nested coordinate descent algorithms for empirical likelihood
• New empirical likelihood inference for the mean residual life with length-biased and right-censored data
• Nonparametric interval estimation for the mean of a zero-inflated population
• On Bartlett correction of empirical likelihood in the presence of nuisance parameters
• On the accuracy of empirical likelihood confidence regions for linear regression model
• On the second-order properties of empirical likelihood with moment restrictions
• Penalized empirical likelihood and growing dimensional general estimating equations
• Penalized empirical likelihood estimation of semiparametric models
• Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors
• Penalized empirical likelihood for the sparse Cox regression model
• Penalized high-dimensional empirical likelihood
• Point estimation with exponentially tilted empirical likelihood
• Reduce computation in profile empirical likelihood method
• Reduce the computation in jackknife empirical likelihood for comparing two correlated Gini indices
• Resampling calibrated adjusted empirical likelihood
• Self-concordance for empirical likelihood
• Semi-empirical likelihood inference for the ROC curve with missing data
• Semiparametric analysis of short-term and long-term hazard ratios with two-sample survival data
• Smoothed empirical likelihood confidence intervals for quantiles
• Smoothed empirical likelihood for ROC curves with censored data
• Smoothed empirical likelihood for the Youden index
• Smoothed empirical likelihood inference for the difference of two quantiles with right censoring
• Smoothed jackknife empirical likelihood for the difference of two quantiles
• Smoothed jackknife empirical likelihood for the one-sample difference of quantiles
• Smoothed jackknife empirical likelihood inference for ROC curves with missing data
• Smoothed jackknife empirical likelihood inference for the difference of ROC curves
• Smoothed jackknife empirical likelihood method for ROC curve
• Smoothed jackknife empirical likelihood method for tail copulas
• Spatial median depth-based robust adjusted empirical likelihood
• Statistics for high-dimensional data. Methods, theory and applications.
• Synthesizing external aggregated information in the penalized Cox regression under population heterogeneity
• Synthesizing external aggregated information in the presence of population heterogeneity: A penalized empirical likelihood approach
• Test-Based Interval Estimation Under the Accelerated Failure Time Model
• Transformed jackknife empirical likelihood for probability weighted moments
• Transforming the empirical likelihood towards better accuracy
• Two-sample extended empirical likelihood
• Two-sample extended empirical likelihood for estimating equations
• Two-step semiparametric empirical likelihood inference

Cited in

(10)

• Jackknife empirical likelihood for the lower-mean ratio
• Smoothed empirical likelihood for the difference of two quantiles with the paired sample
• Empirical likelihood inference for the panel count data with informative observation process
• Jackknife empirical likelihood for the correlation coefficient with multiplicative distortion measurement errors
• Empirical likelihood based Bayesian variable selection
• Jackknife and transformed jackknife empirical likelihood inferences for the lifetime performance index with missing data
• Empirical likelihood with twice censored data
• Shrinkage estimation and order selection in threshold autoregressive models via Bayesian empirical likelihood
• Jackknife empirical likelihood for the correlation coefficient with additive distortion measurement errors
• Empirical likelihood simultaneous confidence band for conditional variance function

This page was built for publication: A review of recent advances in empirical likelihood

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6602013)