Empirical likelihood ratio confidence regions
algorithmbootstrapchi-square distributionconfidence regionsconvex dualityCornish-Fisher expansionsempirical cumulative distribution functionempirical likelihood ratio functionempirical profile likelihoodslikelihood functionmean vectornonparametric likelihoodnonparametric version of Wilks' theoremunconstrained minimization of a convex functionvector valued statistical functionals
Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Multivariate analysis (62H99)
- Empirical likelihood for heteroscedastic partially linear models
- Empirical likelihood for estimating equations with missing values
- Smoothed weighted empirical likelihood ratio confidence intervals for quantiles
- Bootstrap and empirical likelihood methods in extremes
- An alternative to the \(m\) out of \(n\) bootstrap
- Combined multiple testing by censored empirical likelihood
- Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models
- Partially parametric interval estimation of Pr\(\{Y>X\}\)
- Empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models
- Extending the scope of empirical likelihood
- Empirical likelihood inference for censored median regression with weighted empirical hazard functions
- Empirical likelihood for linear models with missing responses
- Comparing correlated ROC curves for continuous diagnostic tests under density ratio models
- Empirical likelihood for linear regression models with missing responses
- Empirical likelihood confidence intervals for hazard and density functions under right censor\-ship
- Confidence intervals for marginal parameters under imputation for item nonresponse
- Semi-empirical likelihood confidence intervals for the differences of quantiles with missing data
- Empirical likelihood ratio confidence interval for positively associated series
- Empirical likelihood confidence intervals for the differences of quantiles with missing data
- Empirical likelihood for median regression model with designed censoring variables
- Empirical likelihood estimation of discretely sampled processes of OU type
- Empirical likelihood for balanced ranked-set sampled data
- Empirical likelihood-based evaluations of value at risk models
- Empirical likelihood for mixed-effects error-in-variables model
- The empirical likelihood method applied to covariance matrix estimation
- Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data
- Likelihood-based confidence regions for log-linear models
- Empirical likelihood for linear models
- Improved instrumental variables and generalized method of moments estimators
- Using one-parameter sub-family of distributions in empirical likelihood ratio with censored data
- Empirical likelihood for partial linear models with fixed designs
- Bayesian bootstrap credible sets for multidimensional mean functional
- On the calculation of standard error for quotation in confidence statements
- On the accuracy of empirical likelihood confidence regions for linear regression model
- Semi-empirical likelihood ratio confidence intervals for the difference of two sample means
- Restricted multinomial maximum likelihood estimation based upon Fenchel duality
- \(M\)-estimation and quantile estimation in the presence of auxiliary information
- On bootstrap estimation of the distribution of the Studentized mean
- Empirical likelihood confidence intervals for M-functionals in the presence of auxiliary information
- Estimating a distribution function in the presence of auxiliary information
- Semi-parametric likelihood ratio confidence intervals for various differences of two populations
- Empirical likelihood ratio test for equality of \(k\) medians in censored data
- Nonparametric estimation of convex models via mixtures
- An MCMC approach to classical estimation.
- Empirical likelihood inference for median regression models for censored survival data
- Bayesian bootstrap for proportional hazards models
- Testing conditional moment restrictions
- Coverage accuracy of confidence intervals in nonparametric regression
- A semiparametric empirical likelihood method for data from an outcome-dependent sampling scheme with a continuous outcome
- A projection type distribution function and quantile estimates in the presence of auxiliary information
- Confidence tubes for multiple quantile plots via empirical likelihood
- Empirical likelihood ratio based confidence intervals for mixture proportions
- Bootstrap confidence intervals. With comments and a rejoinder by the authors
- Empirical likelihood ratio in terms of cumulative hazard function for censored data
- Estimation and empirical likelihood for single-index models with missing data in the covariates
- Semiparametric empirical likelihood confidence intervals for AUC under a density ratio model
- Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables
- Empirical likelihood for semivarying coefficient model with measurement error in the nonparametric part
- Smoothed empirical likelihood for quantile regression models with response data missing at random
- Empirical phi-divergence test statistics for the difference of means of two populations
- Empirical likelihood inference in linear regression with nonignorable missing response
- Empirical likelihood ratio confidence interval estimation of best linear combinations of biomarkers
- The MRL function inference through empirical likelihood in length-biased sampling
- Empirical likelihood based inference for fixed effects varying coefficient panel data models
- Robust empirical likelihood for partially linear models via weighted composite quantile regression
- Nonparametric tilted density function estimation: a cross-validation criterion
- Empirical likelihood ratio tests with power one
- Adjustment of nonconfounding covariates in case-control genetic association studies
- Balanced augmented jackknife empirical likelihood for two sample U-statistics
- Jackknife empirical likelihood for the difference of two volumes under ROC surfaces
- Smoothed empirical likelihood for the Youden index
- Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach
- Simultaneous estimation based on empirical likelihood and general maximum likelihood estimation
- Smoothed jackknife empirical likelihood for the one-sample difference of quantiles
- Small sample inference for probabilistic index models
- Jackknife empirical likelihood inference for the mean absolute deviation
- Smoothed jackknife empirical likelihood for the difference of two quantiles
- Estimation and empirical likelihood for single-index multiplicative models
- Asymptotic normality of quadratic forms with random vectors of increasing dimension
- Empirical likelihood ratio in penalty form and the convex hull problem
- A weighted estimator of conditional hazard rate with left-truncated and dependent data
- Adjusted empirical likelihood for time series models
- Empirical likelihood based inference for conditional Pareto-type tail index
- Estimated conditional score function for missing mechanism model with nonignorable nonresponse
- Generalized and robustified empirical depths for multivariate data
- Empirical likelihood inference for semi-parametric transformation models with length-biased sampling
- Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection
- Semiparametric empirical likelihood tests in varying coefficient partially linear models with repeated measurements
- Testing with exponentially tilted empirical likelihood
- A unified test for predictability of asset returns regardless of properties of predicting variables
- Balanced augmented empirical likelihood for regression models
- Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data
- Bootstrap inference for misspecified moment condition models
- Empirical likelihood-based inference in generalized random coefficient autoregressive model with conditional moment restrictions
- Data driven confidence intervals for diffusion process using double smoothing empirical likelihood
- Inference functions and quadratic score tests
- Sieve empirical likelihood ratio tests for nonparametric functions
- Quasi-likelihood from \(M\)-estimators: a numerical comparison with empirical likelihood
- Likelihood-based imputation inference for mean functionals in the presence of missing responses
- A new method of calibration for the empirical loglikelihood ratio
This page was built for publication: Empirical likelihood ratio confidence regions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q749102)