Dual likelihood
From MaRDI portal
Publication:1896261
DOI10.1214/aos/1176324527zbMath0877.62004OpenAlexW4236508924MaRDI QIDQ1896261
Publication date: 14 December 1997
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176324527
likelihood ratio testtime seriesaccuracysurvival analysisempirical likelihoodstochastic simulationBartlett correctionlikelihood inferencemartingale inference
Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09) Foundations and philosophical topics in statistics (62A01) Martingales with continuous parameter (60G44)
Related Items (33)
Bayesian empirical likelihood inference and order shrinkage for autoregressive models ⋮ Empirical likelihood for nonparametric regression models with spatial autoregressive errors ⋮ Empirical likelihood in some semiparametric models ⋮ Empirical likelihood inference for INAR(1) model with explanatory variables ⋮ The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood ⋮ Empirical likelihood for moving average models ⋮ Empirical likelihood in long-memory time series models ⋮ Penalized empirical likelihood inference for the GINAR(p) model ⋮ Empirical likelihood for break detection in time series ⋮ A new bivariate autoregressive model driven by logistic regression ⋮ Inference for short‐memory time series models based on modified empirical likelihood ⋮ Cumulants and Bartlett Identities in Cox Regression ⋮ A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5 ⋮ Pseudo-Likelihoods for Bayesian Inference ⋮ Adjusted empirical likelihood for time series models ⋮ Blockwise empirical likelihood for time series of counts ⋮ ANOVA for diffusions and Itō processes ⋮ Saddlepoint approximations and tests based on multivariate \(M\)-estimates. ⋮ GEL estimation and tests of spatial autoregressive models ⋮ A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning ⋮ ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS ⋮ Point estimation with exponentially tilted empirical likelihood ⋮ Smoothed weighted empirical likelihood ratio confidence intervals for quantiles ⋮ Empirical Likelihood for Outlier Detection and Estimation in Autoregressive Time Series ⋮ Threshold autoregression analysis for finite-range time series of counts with an application on measles data ⋮ Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts ⋮ The Empirical Likelihood for First-Order Random Coefficient Integer-Valued Autoregressive Processes ⋮ Empirical likelihood inference for random coefficient INAR(p) process ⋮ Bartlett identities and large deviations in likelihood theory ⋮ Adjusted empirical likelihood for long-memory time-series models ⋮ Empirical likelihood estimation of discretely sampled processes of OU type ⋮ Confidence intervals in generalized method of moments models ⋮ Bayesian empirical likelihood inference for the generalized binomial AR(1) model
This page was built for publication: Dual likelihood
