A penalized version of the empirical likelihood ratio for the population mean

DOI10.1016/j.spl.2006.05.016zbMath1106.62050OpenAlexW2093087569MaRDI QIDQ870333

Francesco Bartolucci

Publication date: 12 March 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.05.016

zbMATH Keywords

double bootstrapconstrained maximizationconvex hull condition

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Related Items (15)

Empirical likelihood on the full parameter space ⋮ Empirical likelihood ratio in penalty form and the convex hull problem ⋮ Hypothesis testing for two population means: parametric or non-parametric test? ⋮ Calibration of the empirical likelihood method for a vector mean ⋮ A review of empirical likelihood methods for time series ⋮ Balanced augmented empirical likelihood for regression models ⋮ A new scope of penalized empirical likelihood with high-dimensional estimating equations ⋮ Inference for conditional value-at-risk of a predictive regression ⋮ Bayesian analysis of restricted penalized empirical likelihood ⋮ An extended empirical saddlepoint approximation for intractable likelihoods ⋮ Empirical likelihood tests for nonparametric detection of differential expression from RNA-seq data ⋮ Empirical Likelihood for Outlier Detection and Estimation in Autoregressive Time Series ⋮ A penalized empirical likelihood method in high dimensions ⋮ Penalized empirical likelihood for high-dimensional partially linear errors-in-function model with martingale difference errors ⋮ Extending the empirical likelihood by domain expansion

Uses Software

• bootlib

Cites Work

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• Empirical likelihood ratio confidence regions
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood as a goodness-of-fit measure
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses

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