Adjusted empirical likelihood with high-order precision
From MaRDI portal
Publication:973869
DOI10.1214/09-AOS750zbMath1189.62054arXiv1010.0313MaRDI QIDQ973869
Publication date: 26 May 2010
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1010.0313
tablesconfidence regionEdgeworth expansionBartlett correctionestimating functiongeneralized moment method
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (48)
Exponential tilted likelihood for stationary time series models ⋮ Empirical likelihood inference and goodness-of-fit test for logistic regression model under two-phase case-control sampling ⋮ 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 ⋮ Spatial median depth-based robust adjusted empirical likelihood ⋮ Conditional feature screening for mean and variance functions in models with multiple-index structure ⋮ Finite-sample properties of the adjusted empirical likelihood ⋮ The joy of proofs in statistical research ⋮ Calibration of the empirical likelihood for high-dimensional data ⋮ Empirical likelihood inference for the mean past lifetime function ⋮ Small sample inference for probabilistic index models ⋮ Empirical likelihood approach to goodness of fit testing ⋮ Adjusted blockwise empirical likelihood for long memory time series models ⋮ Level-specific correction for nonparametric likelihoods ⋮ Nonparametric interval estimation for the mean of a zero-inflated population ⋮ Empirical likelihood on the full parameter space ⋮ Zero finite-order serial correlation test in a partially linear single-index model ⋮ Semiparametric inference with a functional-form empirical likelihood ⋮ Mean empirical likelihood ⋮ Two-sample extended empirical likelihood for estimating equations ⋮ Empirical likelihood ratio in penalty form and the convex hull problem ⋮ Inference of high quantiles of a heavy-tailed distribution from block data ⋮ Adjusted jackknife empirical likelihood for stationary ARMA and ARFIMA models ⋮ Adjusted empirical likelihood for time series models ⋮ The empty set and zero likelihood problems in maximum empirical likelihood estimation ⋮ Calibration of the empirical likelihood method for a vector mean ⋮ Empty set problem of maximum empirical likelihood methods ⋮ Two-stage empirical likelihood for longitudinal neuroimaging data ⋮ F-distribution calibrated empirical likelihood ratio tests for multiple hypothesis testing ⋮ Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization ⋮ Modified empirical likelihood-based confidence intervals for data containing many zero observations ⋮ Testing heteroscedasticity in partially linear models with missing covariates ⋮ Bartlett correctable two-sample adjusted empirical likelihood ⋮ Improved additive adjustments for the LR/ELR test statistics ⋮ Combining empirical likelihood and generalized method of moments estimators: asymptotics and higher order bias ⋮ Second‐order Accurate Confidence Regions Based on Members of the Generalized Power Divergence Family ⋮ Adjusted empirical likelihood estimation of distribution function and quantile with nonignorable missing data ⋮ Empirical Likelihood for Outlier Detection and Estimation in Autoregressive Time Series ⋮ Adjusted empirical likelihood for right censored lifetime data ⋮ Empirical likelihood ratio test on quantiles under a density ratio model ⋮ Adjusted empirical likelihood method for the tail index of a heavy-tailed distribution ⋮ Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision ⋮ SECOND-ORDER REFINEMENT OF EMPIRICAL LIKELIHOOD FOR TESTING OVERIDENTIFYING RESTRICTIONS ⋮ Prepivoting composite score statistics by weighted bootstrap iteration ⋮ Resampling calibrated adjusted empirical likelihood ⋮ Extending the empirical likelihood by domain expansion ⋮ Empirical likelihood based modal regression
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Longitudinal data analysis using generalized linear models
- On the second-order properties of empirical likelihood with moment restrictions
- Point estimation with exponentially tilted empirical likelihood
- On the validity of the formal Edgeworth expansion
- Empirical likelihood and general estimating equations
- On the accuracy of empirical likelihood confidence regions for linear regression model
- 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
- Empirical likelihood ratio confidence intervals for a single functional
- Miscellanea. Bartlett adjustment of empirical discrepancy statistics
- An Information-Theoretic Alternative to Generalized Method of Moments Estimation
- One-Step Estimators for Over-Identified Generalized Method of Moments Models
- Information Theoretic Approaches to Inference in Moment Condition Models
- Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- On Bartlett correction of empirical likelihood in the presence of nuisance parameters
- Unnamed Item
This page was built for publication: Adjusted empirical likelihood with high-order precision