Empirical likelihood on the full parameter space
From MaRDI portal
Publication:385793
DOI10.1214/13-AOS1143zbMath1360.62140arXiv1311.1959OpenAlexW2054184868MaRDI QIDQ385793
Publication date: 11 December 2013
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1311.1959
similarity transformationempirical likelihoodBartlett correctioncomposite similarity transformationextended empirical likelihood
Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items
Empirical likelihood based on synthetic right censored data, Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework, Jackknife empirical likelihood inference for the Pietra ratio, Multiple robustness estimation in causal inference, Jackknife empirical likelihood inference for the mean absolute deviation, Mean empirical likelihood inference for response mean with data missing at random, Level-specific correction for nonparametric likelihoods, Empirical likelihood on the full parameter space, Mean empirical likelihood, Two-sample extended empirical likelihood for estimating equations, Empirical likelihood ratio in penalty form and the convex hull problem, Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization, Two-sample extended empirical likelihood, A new scope of penalized empirical likelihood with high-dimensional estimating equations, Inference for conditional value-at-risk of a predictive regression, Empirical Likelihood for the Analysis of Experimental Designs, Bayesian analysis of restricted penalized empirical likelihood, Empirical Likelihood for Outlier Detection and Estimation in Autoregressive Time Series, Robust estimation for moment condition models with data missing not at random, Prepivoting composite score statistics by weighted bootstrap iteration, Resampling calibrated adjusted empirical likelihood, Empirical likelihood for composite quantile regression modeling
Cites Work
- Unnamed Item
- On the second-order properties of empirical likelihood with moment restrictions
- Empirical likelihood on the full parameter space
- 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 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
- Empirical likelihood is Bartlett-correctable
- Extending the empirical likelihood by domain expansion
- Methodology and Algorithms of Empirical Likelihood
- Empirical likelihood ratio confidence intervals for a single functional
- Finite-sample properties of the adjusted empirical likelihood