Resampling calibrated adjusted empirical likelihood
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- scientific article; zbMATH DE number 4159847
- scientific article; zbMATH DE number 5503185
- Bartlett-corrected two-sample adjusted empirical likelihood via resampling
- Finite-sample properties of the adjusted empirical likelihood
- Resampled regenerative estimators
- Calibration of the empirical likelihood for high-dimensional data
- Resampling method under dependent models
- A small sample calibration method for the empirical likelihood ratio
Cites work
- Adjusted empirical likelihood with high-order one-sided coverage precision
- Adjusted empirical likelihood with high-order precision
- An Information-Theoretic Alternative to Generalized Method of Moments Estimation
- Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
- Bounds on coverage probabilities of the empirical likelihood ratio confidence regions.
- Calibration of the empirical likelihood method for a vector mean
- Constructing nonparametric likelihood confidence regions with high order precisions
- Empirical likelihood and general estimating equations
- EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS
- Empirical likelihood is Bartlett-correctable
- Empirical likelihood on the full parameter space
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Empty set problem of maximum empirical likelihood methods
- Finite-sample properties of the adjusted empirical likelihood
- Intentionally Biased Bootstrap Methods
- Large Sample Properties of Generalized Method of Moments Estimators
- Longitudinal data analysis using generalized linear models
- On the accuracy of empirical likelihood confidence regions for linear regression model
- On the level-error after Bartlett adjustment of the likelihood ratio statistic
- On the second-order properties of empirical likelihood with moment restrictions
- Second-order refinement of empirical likelihood for testing overidentifying restrictions
- The Generalization of Student's Ratio
Cited in
(11)- Balanced augmented empirical likelihood for regression models
- Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response
- Constructing nonparametric likelihood confidence regions with high order precisions
- Spatial median depth-based robust adjusted empirical likelihood
- Bartlett-corrected two-sample adjusted empirical likelihood via resampling
- Finite-sample properties of the adjusted empirical likelihood
- Jackknife empirical likelihood for the lower-mean ratio
- A review of recent advances in empirical likelihood
- Jackknife empirical likelihood inference for the Pietra ratio
- Bartlett correctable two-sample adjusted empirical likelihood
- Adjusted empirical likelihood with high-order precision
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