Robust empirical likelihood for linear models under median constraints

DOI10.1080/03610929908832430zbMath0976.62066OpenAlexW2081098508MaRDI QIDQ4935416

Tai-Shing Lau, Jian Shi

Publication date: 8 January 2002

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929908832430

zbMATH Keywords

robustnesssmoothinglinear modelssimulationsempirical likelihoodmedian constraints

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (5)

Robust penalized empirical likelihood estimation method for linear regression ⋮ Empirical likelihood inference for median regression models for censored survival data ⋮ Robust empirical likelihood inference for longitudinal data ⋮ Robust empirical likelihood inference for generalized partial linear models with longitudinal data ⋮ Empirical likelihood-MM (EL-MM) estimation for the parameters of a linear regression model

Cites Work

• Empirical likelihood ratio confidence regions
• Empirical likelihood for linear models
• Smoothed empirical likelihood confidence intervals for quantiles
• Empirical likelihood confidence intervals for linear regression coefficients
• Empirical likelihood ratio confidence intervals for a single functional
• Influence of design on the rate of convergence to normality in L₁ regression
• Robust Statistics

This page was built for publication: Robust empirical likelihood for linear models under median constraints