A review of recent advances in empirical likelihood
From MaRDI portal
Publication:6602013
Cites work
- scientific article; zbMATH DE number 6117827 (Why is no real title available?)
- scientific article; zbMATH DE number 1894668 (Why is no real title available?)
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- 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
- Adjusted empirical likelihood method for quantiles
- Adjusted empirical likelihood with high-order one-sided coverage precision
- Adjusted empirical likelihood with high-order precision
- An R package and a study of methods for computing empirical likelihood
- An efficient empirical likelihood approach for estimating equations with missing data
- 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 Pseudo-Empirical-Likelihood Intervals for Complex Surveys
- 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
- 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 Confidence Regions in a Partially Linear Single-Index Model
- 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 Semiparametric Regression Analysis for Longitudinal Data
- 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 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 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 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
- 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 Intervals for Spearman’s Rho
- Jackknife Empirical Likelihood for the Accelerated Failure Time Model with Censored Data
- Jackknife empirical likelihood for comparing two Gini indices
- 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 Pietra ratio
- Jackknife empirical likelihood inference for the accelerated failure time model
- Jackknife empirical likelihood inference for the mean absolute deviation
- Jackknife empirical likelihood inference with regression imputation and survey data
- 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
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