Empirical likelihood ratio confidence regions

DOI10.1214/aos/1176347494zbMath0712.62040OpenAlexW1974234363MaRDI QIDQ749102

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

zbMATH Keywords

bootstrapalgorithmchi-square distributionconvex dualityconfidence regionslikelihood functionmean vectornonparametric likelihoodCornish-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

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Nonparametric tolerance and confidence regions (62G15) Order statistics; empirical distribution functions (62G30)

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errors-in-variables models with longitudinal data ⋮ Two-sample extended empirical likelihood ⋮ Empirical likelihood based confidence intervals for the tail index when \({\gamma}<-1/2\) ⋮ Empirical likelihood inference in the presence of measurement error ⋮ Empirical likelihood inference for partial linear models with ARCH(1) errors ⋮ Testing conditional independence via empirical likelihood ⋮ Empirical likelihood-based inference for the generalized entropy class of inequality measures ⋮ Predictive regressions for macroeconomic data ⋮ The empirical likelihood goodness-of-fit test for regression models ⋮ Empirical likelihood for the difference of quantiles under censorship ⋮ On the robustness of empirical likelihood ratio confidence intervals for location ⋮ On empirical likelihood for semiparametric two-sample density ratio models ⋮ Empirical likelihood-based inference in a partially linear model for longitudinal data ⋮ Empirical likelihood for the two-sample mean problem ⋮ Empirical likelihood inference for censored median regression model via nonparametric kernel estimation ⋮ Empirical likelihood analysis of the Buckley-James estimator ⋮ Empirical likelihood for non-degenerate \(U\)-statistics ⋮ Empirical likelihood for linear models under \(m\)-dependent errors ⋮ Test of homogeneity in semiparametric two-sample density ratio models ⋮ Empirical likelihood for NA series ⋮ Empirical likelihood for the difference of two survival functions under right censorship ⋮ Width-scaled confidence bands for survival functions ⋮ Empirical likelihood for semiparametric varying-coefficient partially linear regression models ⋮ Empirical likelihood based inference for the derivative of the nonparametric regression function ⋮ Empirical likelihood inference for linear transformation models ⋮ Empirical likelihood in a regression model with noised variables ⋮ Two-sample nonparametric likelihood inference based on incomplete data with an application to a pneumonia study ⋮ MODEL-FREE INFERENCE FOR TAIL RISK MEASURES ⋮ Profile empirical likelihood for parametric and semiparametric models ⋮ Empirical φ∗-Divergence Minimizers for Hadamard Differentiable Functionals ⋮ On Nonsmooth Estimating Functions via Jackknife Empirical Likelihood ⋮ Second‐order Accurate Confidence Regions Based on Members of the Generalized Power Divergence Family ⋮ Empirical likelihood for single-index models ⋮ An estimation method for the Neyman chi-square divergence with application to test of hypoth\-e\-ses ⋮ Empirical Likelihood for Linear Models Under Linear Process Errors ⋮ Empirical likelihood inference under stratified random sampling in the presence of measurement error ⋮ Empirical likelihood inference for semiparametric model with linear process errors ⋮ Empirical likelihood inferences for semiparametric instrumental variable models ⋮ Coefficient constancy test in generalized random coefficient autoregressive model ⋮ Testing serial correlation for partially nonlinear models ⋮ Empirical likelihood for single-index varying-coefficient models with right-censored data ⋮ Empirical likelihood inference in mixtures of semiparametric varying coefficient EV models for longitudinal data with nonignorable dropout ⋮ On empirical likelihood statistical functions ⋮ Inference for Cox's regression models via adjusted empirical likelihood ⋮ Empirical likelihood for linear and log-linear INGARCH models ⋮ CONFIDENCE INTERVALS FOR THE DIFFERENCE BETWEEN TWO PARTIAL AUCS ⋮ Empirical Likelihood for Compound Poisson Processes ⋮ Random Weighting Estimation of Confidence Intervals for Quantiles ⋮ Empirical Likelihood for Nonparametric Models Under Linear Process Errors ⋮ Empirical Likelihood for Outlier Detection and Estimation in Autoregressive Time Series ⋮ Empirical likelihood-based inferences in varying coefficient models with missing data ⋮ Empirical likelihood-based weighted rank regression with missing covariates ⋮ Testing serial correlation in partially linear additive models ⋮ Jackknife empirical likelihood methods for gini correlations and their equality testing ⋮ Bootstrapping Lasso-type estimators in regression models ⋮ Empirical likelihood confidence intervals for the difference of areas under two correlated ROC curves ⋮ Adjusted empirical likelihood method for the tail index of a heavy-tailed distribution ⋮ Empirical likelihood confidence regions for the parameters of a two phases nonlinear model with and without missing response data ⋮ Adjusted empirical likelihood for long-memory time-series models ⋮ Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals ⋮ Improved density and distribution function estimation ⋮ Empirical processes with estimated parameters under auxiliary information ⋮ Empirical likelihood for partial parameters in ARMA models with infinite variance ⋮ Empirical likelihood based modal regression ⋮ Bartlett-type adjustments for empirical discrepancy test statistics ⋮ Empirical likelihood for truncation parameter in random truncation model ⋮ Empirical likelihood for quantiles under associated samples ⋮ High dimensional generalized empirical likelihood for moment restrictions with dependent data ⋮ A frequency domain empirical likelihood method for irregularly spaced spatial data ⋮ Empirical entropy for right censored data ⋮ Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model ⋮ Bayesian empirical likelihood inference and order shrinkage for autoregressive models ⋮ An empirical likelihood check with varying coefficient fixed effect model with panel data ⋮ Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution. ⋮ Adjusted empirical likelihood method for quantiles ⋮ Empirical likelihood for partial linear models ⋮ The doubling time analysis for modified infectious disease Richards model with applications to COVID-19 pandemic ⋮ Empirical likelihood for varying coefficient partially nonlinear model with missing responses ⋮ Empirical likelihood for change point detection in autoregressive models ⋮ Jackknife empirical likelihood based inference for probability weighted moments ⋮ Empirical likelihood for nonparametric regression models with spatial autoregressive errors ⋮ Generalized empirical likelihood for nonsmooth estimating equations with missing data ⋮ Smoothed partially linear quantile regression with nonignorable missing response ⋮ Empirical likelihood for spatial dynamic panel data models ⋮ Two-sample empirical likelihood method ⋮ Statistical inference in massive datasets by empirical likelihood ⋮ Empirical likelihood for partially linear errors-in-variables models with longitudinal data ⋮ Bandwidth selection in blocks empirical likelihood method for time series ⋮ Empirical likelihood confidence interval for difference-in-differences estimator with panel data ⋮ On nonparametric likelihood ratio estimation of survival probabilities for censored data ⋮ Survey weighted estimating equation inference with nuisance functionals ⋮ Exponential empirical likelihood is not Bartlett correctable ⋮ Two-step semiparametric empirical likelihood inference ⋮ Empirical likelihood for conditional quantile with left-truncated and dependent data ⋮ Empirical likelihood for generalized functional-coefficient regression models with multiple smoothing variables under right censoring data ⋮ Statistical inference for generalized random coefficient autoregressive model ⋮ Empirical likelihood-based inferences for the area under the ROC curve with covariates ⋮ Empirical likelihood-based inferences for the Lorenz curve ⋮ Split sample empirical likelihood ⋮ Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors ⋮ Interval estimation of the tail index of a GARCH(1,1) model ⋮ Empirical likelihood approach for treatment effect in pretest-posttest trial ⋮ Empirical likelihood-based tests for stochastic ordering ⋮ Depth-based weighted jackknife empirical likelihood for non-smooth \(U\)-structure equations. WJEL for \(U\)-structure equations ⋮ On post dimension reduction statistical inference ⋮ Adjusted jackknife empirical likelihood for stationary ARMA and ARFIMA models ⋮ A general frequency domain method for assessing spatial covariance structures ⋮ Weighted least squares estimation with missing responses: an empirical likelihood approach ⋮ Calibration of the empirical likelihood method for a vector mean ⋮ Weighted estimation of the dependence function for an extreme-value distribution ⋮ Empirical likelihood estimation for population pharmacokinetic study based on generalized linear model ⋮ Conditional SIRS for nonparametric and semiparametric models by marginal empirical likelihood ⋮ Empirical likelihood-based inference in regressive model with moment restrictions ⋮ Influence function-based empirical likelihood and generalized confidence intervals for the Lorenz curve ⋮ Testing multivariate quantile by empirical likelihood ⋮ Empirical likelihood for partially linear models ⋮ Score tests in GMM: why use implied probabilities? ⋮ Jackknife empirical likelihood for inequality constraints on regular functionals ⋮ An empirical likelihood method for quantile regression models with censored data ⋮ An improvement on the efficiency of complete-case-analysis with nonignorable missing covariate data ⋮ Modified empirical likelihood-based confidence intervals for data containing many zero observations ⋮ Diagnostic test meta-analysis by empirical likelihood under a Copas-like selection model ⋮ A jackknife empirical likelihood approach for testing the homogeneity of \(K\) variances ⋮ Computing empirical likelihood from the bootstrap ⋮ Empirical likelihood for first-order mixed integer-valued autoregressive model ⋮ A new scope of penalized empirical likelihood with high-dimensional estimating equations ⋮ Empirical likelihood inference for rank regression with doubly truncated data ⋮ Inference for conditional value-at-risk of a predictive regression ⋮ Empirical likelihood for partly linear models with errors in all variables ⋮ Empirical likelihood method for multivariate Cox regression ⋮ Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors ⋮ Empirical likelihood based inference for generalized additive partial linear models ⋮ Block empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data ⋮ Calibrated bootstrap and saddlepoint approximations of finite population \(L\)-statistics ⋮ Small area estimation under transformed nested-error regression models ⋮ Partial penalized empirical likelihood ratio test under sparse case ⋮ Jackknife empirical likelihood inference with regression imputation and survey data ⋮ Bias-corrected empirical likelihood in a multi-link semiparametric model ⋮ Empirical likelihood based inference for semiparametric varying coefficient partially linear models with error-prone linear covariates ⋮ Jackknife empirical likelihood inference for the accelerated failure time model ⋮ Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data ⋮ Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects ⋮ Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance ⋮ Semiparametric likelihood-based inference for censored data with auxiliary information from external massive data sources ⋮ Empirical likelihood for spatial autoregressive models with spatial autoregressive disturbances ⋮ Empirical likelihood for mixed regressive, spatial autoregressive model based on GMM ⋮ Conditional quantile estimation with auxiliary information for left-truncated and dependent data ⋮ Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model ⋮ Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects ⋮ Bayesian analysis of restricted penalized empirical likelihood ⋮ Empirical likelihood test for diagonal symmetry ⋮ Empirical likelihood for partially linear single-index models with missing observations ⋮ Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response ⋮ Statistical inference for the heteroscedastic partially linear varying-coefficient errors-in-variables model with missing censoring indicators ⋮ Bayesian empirical likelihood for ridge and Lasso regressions ⋮ Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables ⋮ Empirical likelihood of quantile difference with missing response when high-dimensional covariates are present ⋮ Empirical likelihood inference in general linear model with missing values in response and covariates by MNAR mechanism ⋮ \(L_1\)-estimation for covariate-adjusted regression ⋮ Jackknifing for partially linear varying-coefficient errors-in-variables model with missing response at random ⋮ Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model ⋮ Empirical likelihood meta-analysis with publication bias correction under copas-like selection model ⋮ A jackknife empirical likelihood ratio test for strong mean inactivity time order ⋮ Spatially smoothed kernel densities with application to crop yield distributions ⋮ Statistical inferences in a partially linear model with autoregressive errors ⋮ Empirical likelihood confidence regions for autoregressive models with explanatory variables ⋮ Unified smoothed jackknife empirical likelihood tests for comparing income inequality indices ⋮ Single-index quantile regression with left truncated data ⋮ Nonparametric tests for the mean of a non-negative population ⋮ Simultaneous confidence bands for ratios of survival functions via empirical likelihood. ⋮ RR-plot: a descriptive tool for regression observations ⋮ Confidence intervals for data containing many zeros and ones based on empirical likelihood-type methods ⋮ FULL-SEMIPARAMETRIC-LIKELIHOOD-BASED INFERENCE FOR NON-IGNORABLE MISSING DATA ⋮ EMPIRICAL LIKELIHOOD FOR COX REGRESSION MODEL UNDER RANDOM CENSORSHIP ⋮ Jackknife empirical likelihood ratio test for testing mean residual life and mean past life ordering ⋮ Likelihood ratio test for genetic association study with case–control data under Probit model ⋮ Mixture Distributions Based Methods of Calibration for the Empirical Log-Likelihood Ratio ⋮ Analysis of Longitudinal Data in the Case–Control Studies via Empirical Likelihood ⋮ Test-Based Interval Estimation Under the Accelerated Failure Time Model ⋮ Bootstrapping with auxiliary information ⋮ Driving effect of CO₂ emissions on economic growth—application of empirical likelihood for generalized method of moments ⋮ Bayesian jackknife empirical likelihood for the error variance in linear regression models ⋮ Testing for Positive Quadrant Dependence ⋮ A nonparametric confidence interval for the trimmed mean ⋮ Empirical likelihood for linear regression models under imputation for missing responses ⋮ Empirical Likelihood for Partially Non Linear Models with Missing Response Variables at Random ⋮ Empirical phi-divergence test statistics for testing simple and composite null hypotheses ⋮ Empirical likelihood for generalized linear models with fixed and adaptive designs ⋮ Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model ⋮ The joy of proofs in statistical research ⋮ Combining information from multiple surveys through the empirical likelihood method ⋮ Weighted estimation of conditional mean function with truncated, censored and dependent data ⋮ Empirical likelihood test for equality of two distributions using distance of characteristic functions ⋮ Dimension-reduced empirical likelihood estimation and inference for M-estimators with nonignorable nonresponse ⋮ Empirical likelihood inference for the mean past lifetime function ⋮ Penalized empirical likelihood for quantile regression with missing covariates and auxiliary information ⋮ Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models ⋮ The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood ⋮ Empirical likelihood ratio confidence intervals in terms of cumulative hazard function for left-truncated and right-censored data ⋮ Statistical inference for varying-coefficient partially linear errors-in-variables models with missing data ⋮ A class of distortion measures generated from expectile and its estimation ⋮ On empirical likelihood test for predictability ⋮ Jackknife empirical likelihood-based inferences for Lorenz curve with kernel smoothing ⋮ Empirical likelihood for moving average models ⋮ Empirical likelihood ratio under infinite covariance matrix of the random vectors ⋮ Empirical likelihood and GMM for spatial models ⋮ Testing for error correlation in partially functional linear regression models ⋮ A multi-step kernel–based regression estimator that adapts to error distributions of unknown form ⋮ Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates ⋮ An efficient and robust inference method based on empirical likelihood in longitudinal data analysis ⋮ Orthogonality-based empirical likelihood inference for varying-coefficient partially nonlinear model with longitudinal data ⋮ Empirical likelihood approach for change-point estimation based on residuals in piecewise linear models ⋮ Statistical inferences for varying coefficient partially non linear model with missing covariates ⋮ Empirical Likelihood-Based Inference for Poverty Measures with Relative Poverty Lines ⋮ Empirical likelihood for panel data models with spatial errors ⋮ Jackknife empirical likelihood-based inference for S-Gini indices ⋮ Combining empirical likelihood and robust estimation methods for linear regression models ⋮ A Bayesian discriminant analysis method under semiparametric density ratio models ⋮ Transformed jackknife empirical likelihood for probability weighted moments ⋮ Empirical likelihood of the distribution function in the finite point under ϕ-mixing samples ⋮ Robust confidence regions for the semi-parametric regression model with responses missing at random ⋮ Statistical inference for the difference of two Lorenz curves ⋮ Estimating equations, empirical likelihood and constraints on parameters ⋮ Empirical likelihood-based inference for genetic mixture models ⋮ On Empirical Distribution Functions Under Auxiliary Information ⋮ Edistribution ⋮ On the accuracy of empirical likelihood confidence intervals forM-Functionals ⋮ Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model ⋮ The convergence rates of the weighted bootstrap distributions for von Mises andU-statistics ⋮ Empirical-Likelihood-Based Difference-in-Differences Estimators ⋮ Empirical Likelihood‐Based Inferences for Generalized Partially Linear Models ⋮ Empirical Likelihood Ratio for Linear Transformation Models with Doubly Censored Data ⋮ Analyzing Incomplete Data Subject to a Threshold using Empirical Likelihood Methods: An Application to a Pneumonia Risk Study in an ICU Setting ⋮ Empirical Likelihood for Conditional Density Under Left Truncation and α-Mixing Condition ⋮ An empirical likelihood statistic for quantiles ⋮ A note on kernel density estimation with auxiliary information ⋮ Empirical Likelihood Inferences for Semiparametric Varying-Coefficient Partially Linear Models with Longitudinal Data ⋮ Empirical likelihood for the varying-coefficient single-index model ⋮ Smoothed empirical likelihood confidence intervals for the relative distribution with left-truncated and right-censored data ⋮ Robust empirical likelihood for linear models under median constraints ⋮ ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS ⋮ Semiparametric Analysis for Additive Risk Model via Empirical Likelihood ⋮ Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach ⋮ Empirical Likelihood Based Rank Regression Inference ⋮ EMPIRICAL LIKELIHOOD RATIO CONFIDENCE INTERVAL FOR THE TRIMMED MEAN ⋮ Improving Semiparametric Estimation by Using Surrogate Data ⋮ A Small-Sample Estimator for the Sample-Selection Model ⋮ Empirical likelihood confidence regions for comparison distributions and ROC curves ⋮ Simulation Studies on Bootstrap Empirical Likelihood Tests ⋮ Penalized minimum‐distance estimates in finite mixture models ⋮ Conditional heteroscedasticity test for Poisson autoregressive model ⋮ Local Empirical Likelihood Inference for Varying-Coefficient Density-Ratio Models Based on Case-Control Data ⋮ Jackknife empirical likelihood test for mean residual life functions ⋮ Empirical likelihood confidence intervals for the mean of a population containing many zero values ⋮ Empirical likelihood inference for random coefficient INAR(p) process ⋮ TAIL INDEX OF AN AR(1) MODEL WITH ARCH(1) ERRORS ⋮ Empirical Likelihood for Partially Linear Single-Index Errors-in-Variables Model ⋮ Penalized empirical likelihood for high-dimensional partially linear errors-in-function model with martingale difference errors ⋮ Semiparametric efficient inferences for generalised partially linear models ⋮ Empirical likelihood-MM (EL-MM) estimation for the parameters of a linear regression model ⋮ New empirical likelihood inference for the mean residual life with length-biased and right-censored data ⋮ Modifications of the Empirical Likelihood Interval Estimation with Improved Coverage Probabilities ⋮ Robust empirical likelihood for time series ⋮ Empirical likelihood test for the application of swqmele in fitting an arma‐garch model ⋮ Estimating the treatment effect in the two-sample problem with auxiliary information ⋮ A generalized‐moments specification test for the logistic link ⋮ Sample Out-of-Sample Inference Based on Wasserstein Distance ⋮ Empirical likelihood for average derivatives ⋮ Inference for a Linear Functional of Cumulative Hazard Function Via Empirical Likelihood ⋮ Bahadur representations of the empirical likelihood quantile processes ⋮ Efficient inverse probability weighting method for quantile regression with nonignorable missing data ⋮ A Weighted Bootstrap Procedure for Divergence Minimization Problems ⋮ An empirical-likelihood-based structural-change test for INAR processes ⋮ A Semiparametric Empirical Likelihood Method for Biased Sampling Schemes with Auxiliary Covariates ⋮ An Empirical-Likelihood-Based Multivariate EWMA Control Scheme ⋮ Finite-sample properties of the adjusted empirical likelihood ⋮ Empirical likelihood confidence regions for semi-varying coefficient models with linear process errors ⋮ Empirical likelihood ratio test for symmetry against type I bias with applications to competing risks ⋮ Empirical Likelihood for Nonparametric Components in Additive Partially Linear Models ⋮ Empirical Likelihood Method for Censored Median Regression Models ⋮ A new orthogonality empirical likelihood for varying coefficient partially linear instrumental variable models with longitudinal data ⋮ Empirical likelihood method for complete independence test on high-dimensional data ⋮ An alternative algorithm of the empirical likelihood estimation for the parameter of a linear regression model ⋮ Nonparametric interval estimation for the mean of a zero-inflated population ⋮ Smoothed quantile regression with nonignorable dropouts ⋮ Empirical likelihood analysis for accelerated failure time model using length-biased data ⋮ Jackknife empirical likelihood for the error variance in linear errors-in-variables models with missing data ⋮ Empirical likelihood based inference for varying coefficient panel data models with fixed effect ⋮ Empirical likelihood estimation for linear regression models with AR(p) error terms with numerical examples ⋮ On copula moment: empirical likelihood based estimation method ⋮ Oracle M‐Estimation for Time Series Models ⋮ Specification testing with estimated variables ⋮ Robust penalized empirical likelihood estimation method for linear regression ⋮ Bayesian elastic net based on empirical likelihood ⋮ Hypothesis testing for two population means: parametric or non-parametric test? ⋮ Semiparametric regression using empirical likelihood with shape information ⋮ Nonparametric-likelihood inference based on cost-effectively-sampled-data ⋮ Empirical likelihood for generalized partially linear varying-coefficient models ⋮ Empirical likelihood ratio with doubly truncated data ⋮ Comparison of empirical likelihood and its dual likelihood under density ratio model ⋮ F-distribution calibrated empirical likelihood ratio tests for multiple hypothesis testing ⋮ Semiparametric inference for estimating equations with nonignorably missing covariates ⋮ Empirical likelihood ratio test for a mean change point model with a linear trend followed by an abrupt change ⋮ Instrumental variable-based empirical likelihood inferences for varying-coefficient models with error-prone covariates ⋮ An extensive power evaluation of a novel two-sample density-based empirical likelihood ratio test for paired data with an application to a treatment study of attention-deficit/hyperactivity disorder and severe mood dysregulation ⋮ Jackknife empirical likelihood method for testing the equality of two variances ⋮ Modelling the quality of work in the Italian social co-operatives combining NPCA-RSM and SEM-GME approaches ⋮ Empirical likelihood inferences for varying coefficient partially nonlinear models ⋮ Bias-corrected estimations in varying-coefficient partially nonlinear models with measurement error in the nonparametric part ⋮ NONPARAMETRIC INFERENCE FOR CONDITIONAL QUANTILES OF TIME SERIES ⋮ Weighted composite quantile regression method via empirical likelihood for non linear models ⋮ Empirical likelihood inference for partial functional linear model with missing responses ⋮ A Progressive Block Empirical Likelihood Method for Time Series ⋮ Frequency domain generalized empirical likelihood method ⋮ Empirical likelihood inference for error density estimators in first-order autoregression models ⋮ Semiparametric estimation of treatment effect with density ratio model ⋮ Jackknife Empirical Likelihood Intervals for Spearman’s Rho ⋮ Empirical likelihood inference in mixture of semiparametric varying-coefficient models for longitudinal data with non-ignorable dropout ⋮ A simultaneous estimation and variable selection rule ⋮ Empirical Likelihood for First-order Autoregressive Error-in-variable of Models With Validation Data ⋮ Empirical Likelihood for Partial Linear Models under Negatively Associated Errors ⋮ Confidence Intervals for Nonparametric Regression Functions with Missing Data ⋮ Empirical Likelihood for Generalized Partially Linear Single-index Models ⋮ Weighted quantile regression with missing covariates using empirical likelihood ⋮ Semiparametric likelihood for estimating equations with non-ignorable non-response by non-response instrument ⋮ Enriching Surveys with Supplementary Data and its Application to Studying Wage Regression ⋮ Censored partial linear models and empirical likelihood ⋮ Quantile estimation for discrete data via empirical likelihood ⋮ A small sample calibration method for the empirical likelihood ratio ⋮ Blockwise empirical Euclidean likelihood for weakly dependent processes ⋮ An estimator of a conditional quantile in the presence of auxiliary information ⋮ SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION ⋮ Variance-based regularization with convex objectives ⋮ Inference for the mean difference in the two-sample random censorship model ⋮ Simulation based calibration using extended balanced augmented empirical likelihood ⋮ Computation of the empirical likelihood ratio from censored data ⋮ Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators ⋮ Nonparametric hypothesis testing for equality of means on the simplex ⋮ Adaptive empirical likelihood estimation with nonignorable nonresponse data ⋮ Comments on: A review on empirical likelihood methods for regression ⋮ An R package and a study of methods for computing empirical likelihood ⋮ A note on empirical likelihoods derived from pairwise score functions ⋮ Semiparametric ROC surface estimation for continuous diagnostic tests via polytomous logistic regression procedures ⋮ Signed-rank regression inference via empirical likelihood ⋮ Block empirical likelihood for longitudinal partially linear regression models ⋮ Unnamed Item ⋮ Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process ⋮ Empirical Likelihood in a Semi-Parametric Model for Missing Response Data ⋮ Inference for the Mean Residual Life Function via Empirical Likelihood ⋮ Robust Wasserstein profile inference and applications to machine learning ⋮ Empirical Likelihood Inference for the Area under the ROC Curve ⋮ Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes ⋮ Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision ⋮ Prepivoting composite score statistics by weighted bootstrap iteration ⋮ Resampling calibrated adjusted empirical likelihood ⋮ Confidence intervals for probability density functions under strong mixing samples ⋮ Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors ⋮ A new class of tests for overidentifying restrictions in moment condition models ⋮ Statistical Inference on Partially Linear Additive Models with Missing Response Variables and Error-prone Covariates ⋮ Extensions of empirical likelihood and chi-squared-based tests for ordered alternatives ⋮ Testing Serial Correlation in Single Index Models ⋮ Empirical Likelihood in Causal Inference ⋮ Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification ⋮ Empirical likelihood for single index model with missing covariates at random ⋮ Improved kth power expectile regression with nonignorable dropouts ⋮ Empirical Likelihood for Single-Index Regression Models under Negatively Associated Errors ⋮ Interval Estimation for the Correlation Coefficient ⋮ Jackknife empirical likelihood for the error variance in linear models ⋮ Weighted composite quantile regression analysis for nonignorable missing data using nonresponse instrument ⋮ Penalised empirical likelihood for the additive hazards model with high-dimensional data ⋮ Maximum likelihood abundance estimation from capture‐recapture data when covariates are missing at random ⋮ Score Test for Missing at Random or Not under Logistic Missingness Models ⋮ Order-Restricted Inference for Means with Missing Values ⋮ Distributed estimation with empirical likelihood ⋮ New methods for the additive hazards model with the informatively interval‐censored failure time data ⋮ Semiparametric empirical likelihood inference for abundance from one‐inflated capture–recapture data ⋮ Penalized Jackknife Empirical Likelihood in High Dimensions ⋮ Robust empirical likelihood inference for partially linear varying coefficient models with longitudinal data ⋮ A robust estimator of the proportional hazard transform for massive data ⋮ Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process ⋮ Synthesizing external aggregated information in the presence of population heterogeneity: A penalized empirical likelihood approach ⋮ Inference for short‐memory time series models based on modified empirical likelihood ⋮ Empirical Likelihood Ratio Tests for Varying Coefficient Geo Models ⋮ Stable Asymptotics for M‐estimators ⋮ Empirical likelihood and estimation in single-index varying-coefficient models with censored data ⋮ Accounting for Non‐ignorable Sampling and Non‐response in Statistical Matching ⋮ Bayesian analysis of longitudinal data via empirical likelihood ⋮ Improved multiple quantile regression estimation with nonignorable dropouts ⋮ Bootstrap inference for a class of non-regular estimators ⋮ Empirical likelihood in single-index quantile regression with high dimensional and missing observations ⋮ On summary ROC curve for dichotomous diagnostic studies: an application to meta-analysis of COVID-19 ⋮ A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5 ⋮ Empirical likelihood in single-index partially functional linear model with missing observations ⋮ Jackknife empirical likelihood for the mean of a zero-and-one inflated population ⋮ Inference of high quantiles of a heavy-tailed distribution from block data ⋮ Influence function-based confidence intervals for the Kendall rank correlation coefficient ⋮ Bayesian and influence function‐based empirical likelihoods for inference of sensitivity to the early diseased stage in diagnostic tests ⋮ Empirical likelihood and estimation in a partially linear varying coefficient model with right censored data ⋮ Jackknife empirical likelihood of error variance for partially linear varying-coefficient model with missing covariates ⋮ Using an inequality constraint to increase the power of the homogeneity tests for a two-sample problem with a mixture structure ⋮ Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors ⋮ Two-sample nonparametric test for proportional reversed hazards ⋮ Empirical likelihood for special self-exciting threshold autoregressive models with heavy-tailed errors ⋮ Estimation and testing of multivariate random coefficient autoregressive model based on empirical likelihood ⋮ Maximum entropy and empirical likelihood in length-biased setting: a comparison study ⋮ General jackknife empirical likelihood and its applications ⋮ Empirical likelihood with censored data ⋮ Doubly robust estimation and robust empirical likelihood in generalized linear models with missing responses ⋮ Generalised likelihood profiles for models with intractable likelihoods ⋮ Culling the Herd of Moments with Penalized Empirical Likelihood ⋮ Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation ⋮ Empirical likelihood ratio tests for non-nested model selection based on predictive losses ⋮ Goodness of fit test for Rayleigh distribution with censored observations

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