Empirical likelihood ratio in penalty form and the convex hull problem
From MaRDI portal
Publication:1689485
DOI10.1007/s10260-017-0382-2zbMath1392.62086OpenAlexW2620813933MaRDI QIDQ1689485
Domenico Cucina, Roberto Baragona, Francesco Battaglia
Publication date: 12 January 2018
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10260-017-0382-2
extended empirical likelihoodadjusted empirical likelihoodconfidence interval coveragebalanced empirical likelihood
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A note on the asymptotic behaviour of empirical likelihood statistics
- On the second-order properties of empirical likelihood with moment restrictions
- Empirical likelihood on the full parameter space
- A review of empirical likelihood methods for time series
- A review on empirical likelihood methods for regression
- A penalized empirical likelihood method in high dimensions
- Empirical likelihood ratio confidence regions
- A penalized version of the empirical likelihood ratio for the population mean
- Adjusted empirical likelihood with high-order precision
- Empirical likelihood for linear models
- Goodness-of-fit statistics for discrete multivariate data
- Empirical likelihood and general estimating equations
- Bounds on coverage probabilities of the empirical likelihood ratio confidence regions.
- Calibration of the empirical likelihood method for a vector mean
- Empty set problem of maximum empirical likelihood methods
- Empirical likelihood is Bartlett-correctable
- On Bartlett correctability of empirical likelihood in generalized power divergence family
- On the robustness of empirical likelihood ratio confidence intervals for location
- Second‐order Accurate Confidence Regions Based on Members of the Generalized Power Divergence Family
- Empirical Likelihood for Outlier Detection and Estimation in Autoregressive Time Series
- Extending the empirical likelihood by domain expansion
- Penalized high-dimensional empirical likelihood
- Extended empirical likelihood for estimating equations
- Diagnostic measures for empirical likelihood of general estimating equations
- Empirical likelihood ratio confidence intervals for a single functional
- A Problem in Geometric Probability.
- Empirical likelihood as a goodness-of-fit measure
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Estimating equations, empirical likelihood and constraints on parameters
- Finite-sample properties of the adjusted empirical likelihood
- Simulation based calibration using extended balanced augmented empirical likelihood