Self-concordance for empirical likelihood

DOI10.1002/cjs.11183zbMath1273.62072OpenAlexW2100721215MaRDI QIDQ2851575

Art B. Owen

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.11183

zbMATH Keywords

global optimisationconfidence regionsnonparametric inferenceconvex optimisation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Convex programming (90C25)

Related Items

Permutation tests under a rotating sampling plan with clustered data, Combining empirical likelihood and robust estimation methods for linear regression models, An alternative algorithm of the empirical likelihood estimation for the parameter of a linear regression model, Empirical likelihood estimation for linear regression models with AR(p) error terms with numerical examples, Accounting for Non‐ignorable Sampling and Non‐response in Statistical Matching, Generalized self-concordant analysis of Frank-Wolfe algorithms, Empirical likelihood-MM (EL-MM) estimation for the parameters of a linear regression model, Empirical likelihood for composite quantile regression modeling

Uses Software

• emplik

Cites Work

• Pseudo-likelihood theory for empirical likelihood
• Empirical likelihood for linear models
• Empirical likelihood and general estimating equations
• An evaluation of the power and conditionality properties of empirical likelihood
• Miscellanea. Bartlett adjustment of empirical discrepancy statistics
• Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
• Using empirical likelihood methods to obtain range restricted weights in regression estimators for surveys
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