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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• Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data
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• Empirical likelihood-based inference in Poisson autoregressive model with conditional moment restrictions
• Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations
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• Block empirical likelihood for longitudinal partially linear regression models
• Generalized likelihood ratio statistics and Wilks phenomenon
• \(F\)-distribution calibrated empirical likelihood ratio tests for multiple hypothesis testing
• Empirical likelihood for linear transformation models with interval-censored failure time data
• 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
• Empirical likelihood for density-weighted average derivatives
• A semiparametric empirical likelihood method for data from an outcome-dependent sampling scheme with a continuous outcome
• Robust empirical likelihood inference for longitudinal data
• Independent component analysis via nonparametric maximum likelihood estimation
• Bootstrap likelihood ratio confidence bands for survival functions under random censorship and its semiparametric extension
• Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors
• Empirical likelihood for response differences in two linear regression models with missing data
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• Weighted empirical likelihood for generalized linear models with longitudinal data
• Empirical likelihood for mixed-effects error-in-variables model
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• Estimation and empirical likelihood for single-index models with missing data in the covariates
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• Tilting methods for assessing the influence of components in a classifier
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• Empirical likelihood based inference for semiparametric varying coefficient partially linear models with error-prone linear covariates
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• Two-sample empirical likelihood method
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• Quantile calculus and censored regression
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• Empirical likelihood inferences for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data
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• A Semiparametric Empirical Likelihood Method for Biased Sampling Schemes with Auxiliary Covariates
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• Inference functions and quadratic score tests
• Testing conditional moment restrictions
• A penalized version of the empirical likelihood ratio for the population mean

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