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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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)
Cited In (only showing first 100 items - show all)
- 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 \(\alpha\)-mixing errors
- Zero finite-order serial correlation test in a partially linear single-index model
- Frequency domain generalized empirical likelihood method
- 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 varying-coefficient single-index model
- Semiparametric inference with a functional-form empirical likelihood
- Combining conditional and unconditional moment restrictions with missing responses
- Empirical likelihood for the contrast of two hazard functions with right censoring
- Empirical likelihood for the parametric part in partially linear errors-in-function models
- Empirical likelihood inference in partially linear single-index models for longitudinal data
- Information theory estimators for the first-order spatial autoregressive model
- Censored median regression and profile empirical likelihood
- Empirical likelihood confidence intervals for response mean with data missing at random
- On the tail index of a heavy tailed distribution
- Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model
- Empirical likelihood ratio based confidence intervals for mixture proportions
- Empirical likelihood based confidence intervals for copulas
- Smoothed jackknife empirical likelihood method for ROC curve
- Empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models
- Empirical likelihood confidence intervals for hazard and density functions under right censor\-ship
- Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data
- A note on kernel density estimation with auxiliary information
- Semi-parametric likelihood ratio confidence intervals for various differences of two populations
- Empirical likelihood for linear regression models with missing responses
- Testing homogeneity in a semiparametric two-sample problem
- Empirical likelihood inference for median regression models for censored survival data
- Empirical likelihood-based inferences for the Lorenz curve
- Empirical likelihood-based inferences for generalized partially linear models
- Empirical likelihood for varying-coefficient single-index model with right-censored data
- Confidence intervals for probability density functions under associated samples
- Jackknife empirical likelihood tests for distribution functions
- Empirical likelihood for heteroscedastic partially linear models
- Empirical likelihood for a heteroscedastic partial linear model
- Testing serial correlation in partially linear single-index errors-in-variables models
- Testing serial correlation in single index models
- Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors
- Empirical likelihood for semiparametric varying-coefficient heteroscedastic partially linear errors-in-variables models
- Empirical likelihood for probability density functions under negatively associated samples
- Estimation for non-Gaussian locally stationary processes with empirical likelihood method
- Bootstrapping in non-regular smooth function models
- Combining quasi and empirical likelihoods in generalized linear models with missing responses
- Empirical likelihood ratio test for equality of \(k\) medians in censored data
- Empirical likelihood inference in linear regression with nonignorable missing response
- Bias-corrected empirical likelihood in a multi-link semiparametric model
- Empirical likelihood-based inferences for partially linear models with missing covariates
- Testing serial correlation in partially linear additive models
- Empirical likelihood for nonlinear models with missing responses
- Empirical likelihood-based inference in nonlinear regression models with missing responses at random
- Testing multivariate quantile by empirical likelihood
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models
- Empirical Likelihood for Partially Linear Single-Index Errors-in-Variables Model
- Empirical likelihood for the difference of quantiles under censorship
- Bayesian bootstrap credible sets for multidimensional mean functional
- Empirical likelihood for non-degenerate \(U\)-statistics
- Width-scaled confidence bands for survival functions
- Testing serial correlation for partially nonlinear models
- Asymptotic normality of locally modelled regression estimator for functional data
- Extending the empirical likelihood by domain expansion
- Estimation of the linear EV model with censored data
- Empirical likelihood based variable selection
- Empirical likelihood based inference for the derivative of the nonparametric regression function
- Smoothed weighted empirical likelihood ratio confidence intervals for quantiles
- Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models
- Testing Serial Correlation in Partially Linear Additive Errors-in-variables Models
- Empirical likelihood in long-memory time series models
- Estimation and empirical likelihood for single-index multiplicative models
- Likelihood-based imputation inference for mean functionals in the presence of missing responses
- Empirical likelihood inference for parameters in a partially linear errors-in-variables model
- Bahadur representations of the empirical likelihood quantile processes
- Empirical likelihood for linear regression models under imputation for missing responses
- Empirical likelihood for high-dimensional partially functional linear model
- Empirical likelihood-based inference for genetic mixture models
- Empirical Likelihood Inference for Nonparametric Regression Functions with Functional Stationary Ergodic Data
- Empirical likelihood confidence intervals for regression parameters of the survival rate
- Test of homogeneity in semiparametric two-sample density ratio models
- Empirical likelihood for the difference of two survival functions under right censorship
- Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model
- Empirical likelihood inference for semi-parametric estimating equations
- Empirical likelihood inference for estimating equation with missing data
- Empirical likelihood confidence intervals for the mean of a population containing many zero values
- Reduce computation in profile empirical likelihood method
- An empirical likelihood method for semiparametric linear regression with right censored data
- Assessing goodness-of-fit of generalized logit models based on case-control data
- Approximate jackknife empirical likelihood method for estimating equations
- Inference for the mean difference in the two-sample random censorship model
- A nonparametric confidence interval for the trimmed mean
- ANOVA for longitudinal data with missing values
- Finite-sample properties of the adjusted empirical likelihood
- On empirical likelihood inference of a change-point
- Tests for covariance matrix with fixed or divergent dimension
- Weighted empirical likelihood inference for the area under the ROC curve
- Confidence intervals for a distribution function in the presence of auxiliary information
- Empirical likelihood inferences for varying coefficient partially nonlinear models
- On empirical likelihood for linear models with missing responses
- Smoothed empirical likelihood for ROC curves with censored data
- On the accuracy of empirical likelihood confidence intervals forM-Functionals
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