emplik
From MaRDI portal
Software:18219
swMATH6081CRANemplikMaRDI QIDQ18219
Empirical Likelihood Ratio for Censored/Truncated Data
No author found.
Last update: 7 September 2023
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 1.3, 0.2-1, 0.4, 0.5-1, 0.6, 0.7-3, 0.7-4, 0.7, 0.8-2, 0.8-3, 0.8-4, 0.8, 0.9-1, 0.9-2, 0.9-3-1, 0.9-3, 0.9-4, 0.9-5, 0.9-6, 0.9-7, 0.9-8-2, 0.9-8, 0.9-9-2, 0.9-9-5, 0.9-9-6, 0.9-9, 1.0-1, 1.0-2, 1.0-3.1, 1.0-3, 1.0-4.3, 1.1-1, 1.2, 1.3-1
Source code repository: https://github.com/cran/emplik
Empirical likelihood ratio tests for means/quantiles/hazards from possibly censored and/or truncated data. Now does regression too.This version contains some C code.
Related Items (69)
Empirical likelihood inference in autoregressive models with time-varying variances ⋮ Nonparametric rank based estimation of bivariate densities given censored data conditional on marginal probabilities ⋮ Is it even rainier inNorthVancouver? A non-parametric rank-based test for semicontinuous longitudinal data ⋮ Jackknife empirical likelihood confidence interval for the Gini index ⋮ A moment-based empirical likelihood ratio test for exponentiality using the probability integral transformation ⋮ Test-Based Interval Estimation Under the Accelerated Failure Time Model ⋮ Accelerated failure time model with quantile information ⋮ Testing treatment effect by combining weighted log-rank tests and using empirical likelihood ⋮ Smoothed empirical likelihood for the Youden index ⋮ Empirical likelihood confidence regions for one- or two-samples with doubly censored data ⋮ An empirical likelihood-based CUSUM for on-line model change detection ⋮ Empirical likelihood ratio confidence intervals in terms of cumulative hazard function for left-truncated and right-censored data ⋮ Empirical likelihood approach to goodness of fit testing ⋮ Empirical Likelihood Method for Censored Median Regression Models ⋮ Jackknife empirical likelihood inference for the mean absolute deviation ⋮ Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data ⋮ Empirical likelihood method for the multivariate accelerated failure time models ⋮ An empirical likelihood method for semiparametric linear regression with right censored data ⋮ Empirical likelihood for conditional quantile with left-truncated and dependent data ⋮ Spline nonparametric quasi-likelihood regression within the frame of the accelerated failure time model ⋮ Oracle M‐Estimation for Time Series Models ⋮ Empirical Likelihood for Censored Linear Regression and Variable Selection ⋮ Empirical likelihood analysis for the heteroscedastic accelerated failure time model ⋮ A review on empirical likelihood methods for regression ⋮ Unnamed Item ⋮ Empirical likelihood inference for the accelerated failure time model ⋮ A recursive formula for the Kaplan-Meier estimator with mean constraints and its application to empirical likelihood ⋮ Empirical likelihood method for linear transformation models ⋮ Weighted estimation of the dependence function for an extreme-value distribution ⋮ Bootstrapping in non-regular smooth function models ⋮ A new test of asset return predictability with an unstable predictor ⋮ Empirical likelihood ratio with doubly truncated data ⋮ Empirical likelihood for density-weighted average derivatives ⋮ Jackknife empirical likelihood method for some risk measures and related quantities ⋮ mvhtests ⋮ Empirical likelihood inference for semi-parametric transformation models with length-biased sampling ⋮ Predictive regressions for macroeconomic data ⋮ A homoscedasticity test for the accelerated failure time model ⋮ Rank-based empirical likelihood inference on medians of \(k\) populations ⋮ Empirical likelihood for small area estimation ⋮ Bootstrap inference for misspecified moment condition models ⋮ Parametric and semiparametric methods for mapping quantitative trait loci ⋮ Empirical likelihood method for multivariate Cox regression ⋮ Empirical likelihood analysis of the Buckley-James estimator ⋮ extremis ⋮ Adjusted empirical likelihood models with estimating equations for accelerated life tests ⋮ Empirical Likelihood Method for General Additive-Multiplicative Hazard Models ⋮ Improved approximate Bayesian computation methods via empirical likelihood ⋮ maczic ⋮ Smoothed weighted empirical likelihood ratio confidence intervals for quantiles ⋮ Nonparametric hypothesis testing for equality of means on the simplex ⋮ spearmanCI ⋮ eel ⋮ Comments on: A review on empirical likelihood methods for regression ⋮ Comments on: A review on empirical likelihood methods for regression ⋮ An R package and a study of methods for computing empirical likelihood ⋮ Efficient Estimation for the Accelerated Failure Time Model ⋮ kmc ⋮ Compositional ⋮ glmc ⋮ Empirical likelihood analysis of the rank estimator for the censored accelerated failure time model ⋮ imputeYn ⋮ Root- estimability of some missing data models ⋮ Bootstrapping Lasso-type estimators in regression models ⋮ Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision ⋮ Weighted Least‐Squares Method for Right‐Censored Data in Accelerated Failure Time Model ⋮ Self-concordance for empirical likelihood ⋮ elhmc ⋮ Empirical likelihood inference for general transformation models with right censored data
This page was built for software: emplik
