Extending the empirical likelihood by domain expansion
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Publication:2851566
DOI10.1002/CJS.11175zbMath1273.62076OpenAlexW1968391582MaRDI QIDQ2851566
Publication date: 11 October 2013
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.11175
estimating equationsBartlett correctionsimilarity transformationsextended empirical likelihoodadjusted empirical likelihood
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)
Related Items (11)
Confidence intervals for data containing many zeros and ones based on empirical likelihood-type methods ⋮ Empirical likelihood on the full parameter space ⋮ Two-sample extended empirical likelihood for estimating equations ⋮ Empirical likelihood ratio in penalty form and the convex hull problem ⋮ Inference for short‐memory time series models based on modified empirical likelihood ⋮ Empirical-likelihood-based hypothesis tests for the means of two zero-inflated populations ⋮ Two-sample extended empirical likelihood ⋮ Modified empirical likelihood-based confidence intervals for data containing many zero observations ⋮ Bayesian empirical likelihood inference for the mean absolute deviation ⋮ Empirical Likelihood for Outlier Detection and Estimation in Autoregressive Time Series ⋮ Jackknife empirical likelihood for the error variance in linear models
Cites Work
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- 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
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- Empirical likelihood and general estimating equations
- On the accuracy of empirical likelihood confidence regions for linear regression model
- A new method of calibration for the empirical loglikelihood ratio
- Bounds on coverage probabilities of the empirical likelihood ratio confidence regions.
- Calibration of the empirical likelihood method for a vector mean
- Empirical likelihood is Bartlett-correctable
- Methodology and Algorithms of Empirical Likelihood
- On Bartlett correction of empirical likelihood in the presence of nuisance parameters
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