Weighted empirical likelihood estimates and their robustness properties
From MaRDI portal
Publication:1020184
DOI10.1016/j.csda.2006.07.032zbMath1162.62328OpenAlexW1995392071MaRDI QIDQ1020184
Publication date: 29 May 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2006.07.032
Related Items (11)
Spatial median depth-based robust adjusted empirical likelihood ⋮ Robustness of dual divergence estimators for models satisfying linear constraints ⋮ Depth-based weighted jackknife empirical likelihood for non-smooth \(U\)-structure equations. WJEL for \(U\)-structure equations ⋮ Empirical likelihood inference for censored median regression model via nonparametric kernel estimation ⋮ Two-sample nonparametric likelihood inference based on incomplete data with an application to a pneumonia study ⋮ Inference for Cox's regression models via adjusted empirical likelihood ⋮ Robust empirical likelihood inference for longitudinal data ⋮ Empirical Likelihood Based Rank Regression Inference ⋮ Empirical likelihood inference for censored median regression with weighted empirical hazard functions ⋮ Depth-based weighted empirical likelihood and general estimating equations ⋮ Robust empirical likelihood for time series
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Sign test of independence between two random vectors.
- Fitting a Pareto-Normal-Pareto distribution to the residuals of financial data
- Empirical likelihood ratio confidence intervals for a single functional
- Numerical Optimization
- Rendering parametric procedures more robust by empirically tilting the model
- Minimax weights for generalised M-estimation in biased regression models
- Small Sample Behavior of Some Robust Linear Estimators of Location
This page was built for publication: Weighted empirical likelihood estimates and their robustness properties
