Empirical likelihood ratio confidence regions
bootstrapconfidence regionsnonparametric likelihoodalgorithmchi-square distributionconvex dualitylikelihood functionmean vectorCornish-Fisher expansionsempirical cumulative distribution functionempirical likelihood ratio functionempirical profile likelihoodsnonparametric version of Wilks' theoremunconstrained minimization of a convex functionvector valued statistical functionals
Asymptotic properties of nonparametric inference (62G20) Multivariate analysis (62H99) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Order statistics; empirical distribution functions (62G30)
- Censored median regression and profile empirical likelihood
- Adaptive confidence region for the direction in semiparametric regressions
- Empirical likelihood analysis of longitudinal data involving within-subject correlation
- Single-index quantile regression with left truncated data
- On the tail index of a heavy tailed distribution
- Empirical likelihood for special self-exciting threshold autoregressive models with heavy-tailed errors
- A robust false discovery rate controlling procedure using the empirical likelihood with a fast algorithm
- Statistical inferences for varying coefficient partially non linear model with missing covariates
- Jackknife empirical likelihood for inequality constraints on regular functionals
- Score tests in GMM: why use implied probabilities?
- Empirical likelihood and estimation in varying coefficient models with right censored data
- Bayesian empirical likelihood inference and order shrinkage for autoregressive models
- Variational Bayes for Fast and Accurate Empirical Likelihood Inference
- Simple and exact empirical likelihood ratio tests for normality based on moment relations
- Empirical likelihood for change point detection in autoregressive models
- Bootstrap likelihood ratio confidence bands for survival functions under random censorship and its semiparametric extension
- Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors
- Moment conditions and Bayesian non-parametrics
- Empirical likelihood for response differences in two linear regression models with missing data
- Empirical likelihood inference for censored median regression with weighted empirical hazard functions
- Robust empirical likelihood inference for longitudinal data
- Independent component analysis via nonparametric maximum likelihood estimation
- Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model
- Empirical likelihood based confidence intervals for copulas
- Empirical likelihood confidence intervals for response mean with data missing at random
- Empirical likelihood ratio based confidence intervals for mixture proportions
- Smoothed jackknife empirical likelihood method for ROC curve
- Statistical inference for the difference of two Lorenz curves
- Empirical likelihood method for the multivariate accelerated failure time models
- Nonparametric tests for the mean of a non-negative population
- Empirical likelihood for a long range dependent process subordinated to a Gaussian process
- Empirical likelihood-based hot deck imputation methods
- Empirical likelihood for truncation parameter in random truncation model
- Empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models
- Empirical likelihood for partial linear models
- Empirical likelihood confidence intervals for hazard and density functions under right censor\-ship
- Semiparametric empirical likelihood confidence intervals for AUC under a density ratio model
- Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data
- Regenerative block empirical likelihood for Markov chains
- Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model
- Empirical likelihood for nonparametric parts in semiparametric varying-coefficient partially linear models
- Empirical likelihood intervals for conditional value-at-risk in heteroscedastic regression models
- Confidence intervals for nonparametric regression functions under negatively associated errors
- Specification testing with estimated variables
- Inferences on partial linear models with right censored data by empirical likelihood
- Adjusted empirical likelihood method for quantiles
- Regression analysis for a summed missing data problem under an outcome-dependent sampling scheme
- Empirical likelihood confidence intervals for nonparametric functional data analysis
- Weighted nonparametric regression estimation with truncated and dependent data
- Empirical likelihood for partially linear models
- Empirical likelihood inference for population quantiles with unbalanced ranked set samples
- Efficient inverse probability weighting method for quantile regression with nonignorable missing data
- Empirical likelihood for single-index varying-coefficient models
- Empirical likelihood for linear models under linear process errors
- Confidence regions for high quantiles of a heavy tailed distribution
- Improving Semiparametric Estimation by Using Surrogate Data
- Semi-parametric likelihood ratio confidence intervals for various differences of two populations
- Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio
- Balanced augmented jackknife empirical likelihood for two sample U-statistics
- Large sample properties of the three-step Euclidean likelihood estimators under model misspecification
- An empirical likelihood method for quantile regression models with censored data
- Modified empirical likelihood-based confidence intervals for data containing many zero observations
- A jackknife empirical likelihood approach for testing the homogeneity of \(K\) variances
- Jackknife empirical likelihood inference for the mean absolute deviation
- Empirical likelihood for linear regression models with missing responses
- Empirical likelihood ratio for linear transformation models with doubly censored data
- A goodness-of-fit test for logistic regression models in stratified case-control studies via empirical likelihood
- Testing Serial Correlation in Semiparametric Varying-Coefficient Partially Linear Models
- A note on kernel density estimation with auxiliary information
- Efficient and robust density estimation using Bernstein type polynomials
- Weighted empirical likelihood for generalized linear models with longitudinal data
- Jackknife empirical likelihood test for mean residual life functions
- Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors
- A weighted estimator of conditional hazard rate with left-truncated and dependent data
- Empirical likelihood for partial parameters in ARMA models with infinite variance
- Empirical likelihood and estimation in a partially linear varying coefficient model with right censored data
- Hypothesis test for the parameters of linear part in the partial linear EV model
- Empirical likelihood for mixed-effects error-in-variables model
- Efficient information theoretic inference for conditional moment restrictions
- On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood
- Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
- Semiparametric analysis in double-sampling designs via empirical likelihood
- Semiparametric tests for change-points with epidemic alternatives
- An empirical likelihood approach to data analysis under two-stage sampling designs
- New empirical likelihood inference for the mean residual life with length-biased and right-censored data
- Maximum entropy and empirical likelihood in length-biased setting: a comparison study
- An estimation method for the Neyman chi-square divergence with application to test of hypoth\-e\-ses
- Empirical analysis of interval-censored failure time data with linear transformation models
- Empirical likelihood inference for mean functionals with nonignorably missing response data
- Jackknife empirical likelihood ratio test for testing mean residual life and mean past life ordering
- Penalized empirical likelihood for semiparametric models with a diverging number of parameters
- The joy of proofs in statistical research
- Empirical likelihood method for linear transformation models
- Empirical phi-divergence test statistics for the difference of means of two populations
- Smoothed empirical likelihood for quantile regression models with response data missing at random
- Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models
- Bayesian and influence function‐based empirical likelihoods for inference of sensitivity to the early diseased stage in diagnostic tests
- Empirical likelihood test for diagonal symmetry
- Robust empirical likelihood for partially linear models via weighted composite quantile regression
- A new scope of penalized empirical likelihood with high-dimensional estimating equations
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