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)
- Testing conditional moment restrictions
- EMPIRICAL LIKELIHOOD FOR COX REGRESSION MODEL UNDER RANDOM CENSORSHIP
- A unified test for predictability of asset returns regardless of properties of predicting variables
- Empirical and weighted conditional likelihoods for matched case-control studies with missing covariates
- Smoothed empirical likelihood inference for the difference of two quantiles with right censoring
- Empirical likelihood for longitudinal partially linear model with -mixing errors
- Zero finite-order serial correlation test in a partially linear single-index model
- Synthesizing external aggregated information in the presence of population heterogeneity: A penalized empirical likelihood approach
- Empirical likelihood inference under stratified random sampling in the presence of measurement error
- Profile empirical likelihood for parametric and semiparametric models
- Semiparametric regression using empirical likelihood with shape information
- Learning models with uniform performance via distributionally robust optimization
- Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models
- Empirical likelihood test for the equality of several high-dimensional covariance matrices
- Jackknife empirical likelihood for the mean difference of two zero-inflated skewed populations
- Test for a mean vector with fixed or divergent dimension
- Joint empirical likelihood confidence regions for a finite number of quantiles under negatively associated samples
- Simulation Studies on Bootstrap Empirical Likelihood Tests
- An empirical likelihood ratio based goodness-of-fit test for skew normality
- Empirical likelihood intervals for the population mean and quantiles based on balanced ranked set samples
- Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data
- An improvement on the efficiency of complete-case-analysis with nonignorable missing covariate data
- Fiducial inference under nonparametric situations
- Empirical likelihood inferences for the semiparametric additive isotonic regression
- Semi-empirical likelihood inference for the ROC curve with missing data
- Empirical likelihood for the two-sample mean problem
- Empirical likelihood for estimating equations with missing values
- Empirical likelihood confidence regions for the parameters of a two phases nonlinear model with and without missing response data
- Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals
- Empirical likelihood for single-index models
- Empirical likelihood based confidence intervals for the tail index when \({\gamma}<-1/2\)
- Empirical likelihood inference for semiparametric model with linear process errors
- Empirical likelihood inference for partial linear models with ARCH(1) errors
- Inference of high quantiles of a heavy-tailed distribution from block data
- On the robustness of empirical likelihood ratio confidence intervals for location
- Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables
- Empirical likelihood method for complete independence test on high-dimensional data
- Nonparametric interval estimation for the mean of a zero-inflated population
- Second-order accurate confidence regions based on members of the generalized power divergence family
- Enriching surveys with supplementary data and its application to studying wage regression
- \textit{RR}-plot: a descriptive tool for regression observations
- Empirical likelihood for outlier detection and estimation in autoregressive time series
- An empirical likelihood-based unified test for the integer-valued AR(1) models
- Asymptotic normality of quadratic forms with random vectors of increasing dimension
- Empirical likelihood confidence intervals for \(M\)-functionals in the presence of auxiliary information
- Frequency domain generalized empirical likelihood method
- Statistical inferences in a partially linear model with autoregressive errors
- Nonparametric estimation of linear functionals of a bivariate distribution under univariate censoring
- Semiparametric inference with a functional-form empirical likelihood
- Empirical likelihood in causal inference
- Generalized and robustified empirical depths for multivariate data
- Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection
- Combining conditional and unconditional moment restrictions with missing responses
- Empirical likelihood inference for general transformation models with right censored data
- Empirical likelihood for the contrast of two hazard functions with right censoring
- Empirical likelihood-based inference in Poisson autoregressive model with conditional moment restrictions
- Empirical likelihood block bootstrapping
- Empirical likelihood for the varying-coefficient single-index model
- Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations
- Nonparametric inference for VaR, CTE, and expectile with high-order precision
- Bayesian analysis of longitudinal data via empirical likelihood
- Combining quantitative trait loci analyses and microarray data: an empirical likelihood approach
- Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors
- Random weighting estimation of confidence intervals for quantiles
- Empirical likelihood for generalized partially linear varying-coefficient models
- Jackknife empirical likelihood inference for the Pietra ratio
- Semi-parametric homogeneity test and sample size calculation for a two-sample problem under an inequality constraint
- An MCMC approach to classical estimation.
- Empirical likelihood for average derivatives
- A Bayesian discriminant analysis method under semiparametric density ratio models
- Empirical Likelihood in a Semi-Parametric Model for Missing Response Data
- Semiparametric Analysis for Additive Risk Model via Empirical Likelihood
- Generalized likelihood ratio statistics and Wilks phenomenon
- Empirical likelihood for first-order mixed integer-valued autoregressive model
- Modelling the quality of work in the Italian social co-operatives combining NPCA-RSM and SEM-GME approaches
- Bounds on coverage probabilities of the empirical likelihood ratio confidence regions.
- Empirical likelihood for linear transformation models with interval-censored failure time data
- Jackknife empirical likelihood for the error variance in linear errors-in-variables models with missing data
- Empirical likelihood estimation for linear regression models with AR(p) error terms with numerical examples
- Empirical likelihood for single-index varying-coefficient models with right-censored data
- GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
- Statistics of robust optimization: a generalized empirical likelihood approach
- Empirical likelihood in a partially linear single-index model with censored response data
- Quasi-likelihood from \(M\)-estimators: a numerical comparison with empirical likelihood
- Block empirical likelihood for longitudinal partially linear regression models
- Computing critical values of exact tests by incorporating Monte Carlo simulations combined with statistical tables
- Empirical likelihood for the parametric part in partially linear errors-in-function models
- A review on empirical likelihood methods for regression
- Empirical likelihood for quantiles under negatively associated samples
- Empirical likelihood inference for semi-parametric varying-coefficient partially linear EV models
- Comparison of two variances under inequality constraints by using empirical likelihood method
- Empirical likelihood for density-weighted average derivatives
- Information theory estimators for the first-order spatial autoregressive model
- Semiparametric empirical likelihood tests in varying coefficient partially linear models with repeated measurements
- Calibration of the empirical likelihood method for a vector mean
- Empirical likelihood inference in partially linear single-index models for longitudinal data
- Empirical Likelihood for Threshold Autoregressive Models
- \(F\)-distribution calibrated empirical likelihood ratio tests for multiple hypothesis testing
- Mixture Distributions Based Methods of Calibration for the Empirical Log-Likelihood Ratio
- A semiparametric empirical likelihood method for data from an outcome-dependent sampling scheme with a continuous outcome
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