A review of recent advances in empirical likelihood
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Publication:6602013
DOI10.1002/WICS.1599zbMATH Open1544.62097MaRDI QIDQ6602013
Publication date: 11 September 2024
Published in: Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)
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Cites Work
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- GMM, GEL, Serial Correlation, and Asymptotic Bias
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- Empirical Likelihood Inference for the Area under the ROC Curve
- On Bartlett correction of empirical likelihood in the presence of nuisance parameters
- Jackknife empirical likelihood for comparing two Gini indices
- High-dimensional empirical likelihood inference
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- Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors
- On the second-order properties of empirical likelihood with moment restrictions
- Econometric estimation with high-dimensional moment equalities
- Empirical likelihood test for high-dimensional two-sample model
- Kullback-Leibler upper confidence bounds for optimal sequential allocation
- Empirical likelihood on the full parameter space
- Smoothed empirical likelihood inference for the difference of two quantiles with right censoring
- Smoothed empirical likelihood for ROC curves with censored data
- Jackknife empirical likelihood tests for distribution functions
- Bayesian empirical likelihood for quantile regression
- Jackknife empirical likelihood tests for error distributions in regression models
- Semi-empirical likelihood inference for the ROC curve with missing data
- A review of empirical likelihood methods for time series
- Empirical likelihood for high-dimensional linear regression models
- Smoothed jackknife empirical likelihood inference for ROC curves with missing data
- Higher-order properties of Bayesian empirical likelihood
- Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models
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- Smoothed jackknife empirical likelihood method for tail copulas
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- Jackknife-blockwise empirical likelihood methods under dependence
- Empirical likelihood for the bivariate survival function under univariate censoring
- A penalized empirical likelihood method in high dimensions
- Empirical likelihood ratio confidence regions
- Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters
- Empirical likelihood based on synthetic right censored data
- Jackknife empirical likelihood for the mean difference of two zero-inflated skewed populations
- Jackknife empirical likelihood inference for the Pietra ratio
- A penalized version of the empirical likelihood ratio for the population mean
- Empirical likelihood inference for the mean residual life under random censorship
- Two-sample extended empirical likelihood for estimating equations
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- Smoothed jackknife empirical likelihood method for ROC curve
- Bartlett correctable two-sample adjusted empirical likelihood
- Adjusted empirical likelihood with high-order precision
- Point estimation with exponentially tilted empirical likelihood
- Extending the scope of empirical likelihood
- Empirical likelihood for linear models
- Smoothed empirical likelihood confidence intervals for quantiles
- Empirical likelihood and general estimating equations
- On the accuracy of empirical likelihood confidence regions for linear regression model
- Balanced augmented jackknife empirical likelihood for two sample \(U\)-statistics
- Jackknife empirical likelihood for the difference of two volumes under ROC surfaces
- Smoothed empirical likelihood for the Youden index
- Jackknife empirical likelihood test for high-dimensional regression coefficients
- Smoothed jackknife empirical likelihood for the one-sample difference of quantiles
- Jackknife empirical likelihood method for multiply robust estimation with missing data
- Jackknife empirical likelihood inference for the mean absolute deviation
- Bayesian empirical likelihood methods for quantile comparisons
- Smoothed jackknife empirical likelihood for the difference of two quantiles
- Adjusted empirical likelihood with high-order one-sided coverage precision
- Empirical likelihood methods based on influence functions
- Empirical likelihood in some nonparametric and semiparametric models
- Empirical likelihood inference for semi-parametric transformation models with length-biased sampling
- Bounds on coverage probabilities of the empirical likelihood ratio confidence regions.
- Adjusted empirical likelihood method for quantiles
- Smoothed jackknife empirical likelihood inference for the difference of ROC curves
- Jackknife empirical likelihood method for copulas
- Calibration of the empirical likelihood method for a vector mean
- A new scope of penalized empirical likelihood with high-dimensional estimating equations
- Jackknife empirical likelihood inference with regression imputation and survey data
- Bayesian empirical likelihood inference and order shrinkage for autoregressive models
- Two-step semiparametric empirical likelihood inference
- Depth-based weighted jackknife empirical likelihood for non-smooth \(U\)-structure equations. WJEL for \(U\)-structure equations
- Modified empirical likelihood-based confidence intervals for data containing many zero observations
- A jackknife empirical likelihood approach for testing the homogeneity of \(K\) variances
- Bias-corrected empirical likelihood in a multi-link semiparametric model
- Jackknife empirical likelihood inference for the accelerated failure time model
- Empirical likelihood is Bartlett-correctable
- Bayesian empirical likelihood for ridge and Lasso regressions
- Jackknife empirical likelihood methods for gini correlations and their equality testing
- Penalized empirical likelihood for the sparse Cox regression model
- High dimensional generalized empirical likelihood for moment restrictions with dependent data
- Empirical likelihood for partially linear proportional hazards models with growing dimensions
- Calibration of the empirical likelihood for high-dimensional data
- Bayesian empirical likelihood estimation of quantile structural equation models
- Mean empirical likelihood
- Penalized empirical likelihood estimation of semiparametric models
- Two-sample extended empirical likelihood
- Empirical likelihood test for high dimensional linear models
- Inference for Cox's regression models via adjusted empirical likelihood
- Empirical likelihood
- Extending the empirical likelihood by domain expansion
- Self-concordance for empirical likelihood
- EMPIRICAL LIKELIHOOD METHODS FOR THE GINI INDEX
- Empirical likelihood confidence intervals for regression parameters of the survival rate
- Penalized empirical likelihood and growing dimensional general estimating equations
- Jackknife Empirical Likelihood for the Accelerated Failure Time Model with Censored Data
- A nonparametric approach for partial areas under ROC curves and ordinal dominance curves
- Empirical likelihood for small area estimation
- Penalized high-dimensional empirical likelihood
- Empirical Likelihood Confidence Intervals for Response Mean with Data Missing at Random
- Reduce computation in profile empirical likelihood method
- Depth-based weighted empirical likelihood and general estimating equations
- An efficient empirical likelihood approach for estimating equations with missing data
- Extended empirical likelihood for estimating equations
- Methodology and Algorithms of Empirical Likelihood
- Approximate jackknife empirical likelihood method for estimating equations
Related Items (3)
Jackknife empirical likelihood for the lower-mean ratio ⋮ Smoothed empirical likelihood for the difference of two quantiles with the paired sample ⋮ Empirical likelihood inference for the panel count data with informative observation process
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