emplik

swMATH6081CRANemplikMaRDI QIDQ18219FDOQ18219

Empirical Likelihood Ratio for Censored/Truncated Data

Author name not available (Why is that?)

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

Description

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.

Described by source

• Combined multiple testing by censored empirical likelihood

Cited In (69)

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• Empirical likelihood method for multivariate Cox regression
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• Is it even rainier inNorthVancouver? A non-parametric rank-based test for semicontinuous longitudinal data
• Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision
• Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data
• An empirical likelihood-based CUSUM for on-line model change detection
• Comments on: A review on empirical likelihood methods for regression
• Improved approximate Bayesian computation methods via empirical likelihood
• Empirical likelihood inference for general transformation models with right censored data
• Parametric and semiparametric methods for mapping quantitative trait loci
• A homoscedasticity test for the accelerated failure time model
• A review on empirical likelihood methods for regression
• Empirical likelihood for density-weighted average derivatives
• A new test of asset return predictability with an unstable predictor
• Title not available (Why is that?)
• Empirical likelihood analysis of the rank estimator for the censored accelerated failure time model
• Empirical likelihood inference in autoregressive models with time-varying variances
• Nonparametric rank based estimation of bivariate densities given censored data conditional on marginal probabilities
• Jackknife empirical likelihood confidence interval for the Gini index
• Empirical likelihood method for the multivariate accelerated failure time models
• elhmc
• Spline nonparametric quasi-likelihood regression within the frame of the accelerated failure time model
• Jackknife empirical likelihood inference for the mean absolute deviation
• Empirical likelihood method for linear transformation models
• Test-Based Interval Estimation Under the Accelerated Failure Time Model
• Empirical likelihood analysis of the Buckley-James estimator
• Adjusted empirical likelihood models with estimating equations for accelerated life tests
• Empirical likelihood for conditional quantile with left-truncated and dependent data
• Bootstrap inference for misspecified moment condition models
• Bootstrapping in non-regular smooth function models
• Weighted least-squares method for right-censored data in accelerated failure time model
• Efficient Estimation for the Accelerated Failure Time Model
• Bootstrapping Lasso-type estimators in regression models
• Accelerated failure time model with quantile information
• Testing treatment effect by combining weighted log-rank tests and using empirical likelihood
• Empirical likelihood approach to goodness of fit testing
• Smoothed empirical likelihood for the Youden index
• Empirical likelihood confidence regions for one- or two-samples with doubly censored data
• Empirical Likelihood Method for Censored Median Regression Models
• Nonparametric hypothesis testing for equality of means on the simplex
• Smoothed weighted empirical likelihood ratio confidence intervals for quantiles
• kmc
• Compositional
• glmc
• imputeYn
• Predictive regressions for macroeconomic data
• Empirical likelihood inference for the accelerated failure time model
• Root- estimability of some missing data models
• A recursive formula for the Kaplan-Meier estimator with mean constraints and its application to empirical likelihood
• Empirical likelihood for small area estimation
• Self-concordance for empirical likelihood
• mvhtests
• Empirical likelihood inference for semi-parametric transformation models with length-biased sampling
• Empirical likelihood analysis for the heteroscedastic accelerated failure time model
• A moment-based empirical likelihood ratio test for exponentiality using the probability integral transformation
• extremis
• Jackknife empirical likelihood method for some risk measures and related quantities
• Empirical Likelihood for Censored Linear Regression and Variable Selection
• An R package and a study of methods for computing empirical likelihood
• Empirical likelihood ratio confidence intervals in terms of cumulative hazard function for left-truncated and right-censored data
• Rank-based empirical likelihood inference on medians of \(k\) populations
• Empirical likelihood ratio with doubly truncated data
• maczic
• An empirical likelihood method for semiparametric linear regression with right censored data
• spearmanCI
• eel
• Comments on: A review on empirical likelihood methods for regression
• Weighted estimation of the dependence function for an extreme-value distribution

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