Empirical likelihood ratio confidence regions

DOI10.1214/AOS/1176347494zbMATH Open0712.62040OpenAlexW1974234363MaRDI QIDQ749102FDOQ749102

Authors: Art B. Owen 

Publication date: 1990

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347494

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zbMATH Keywords

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

Mathematics Subject Classification ID

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)

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• An adaptive empirical likelihood test for parametric time series regression models
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