Weighted empirical likelihood inference for multiple samples
From MaRDI portal
Publication:999001
DOI10.1016/j.jspi.2008.07.015zbMath1153.62023OpenAlexW2042696811MaRDI QIDQ999001
Yuejiao Fu, Changbao Wu, Xiao-Gang Wang
Publication date: 30 January 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2008.07.015
heteroscedasticitystratified samplingweighted likelihoodmultiple samplescommon mean modelsrelated samples
Related Items
Empirical phi-divergence test statistics for the difference of means of two populations ⋮ A Cross-Validation Statistical Framework for Asymmetric Data Integration ⋮ Semiparametric inference on the means of multiple nonnegative distributions with excess zero observations ⋮ Mann–Whitney test with empirical likelihood methods for pretest–posttest studies
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asymptotic properties of maximum weighted likelihood estimators.
- Two-sample empirical likelihood method
- Selecting likelihood weights by cross-validation
- Derivation of mixture distributions and weighted likelihood function as minimizers of KL-divergence subject to constraints
- Empirical likelihood inference under stratified random sampling using auxiliary population information
- Local Likelihood Estimation
- Empirical likelihood ratio confidence intervals for a single functional
- A Class of Local Likelihood Methods and Near-Parametric Asymptotics
- The asymptotic properties of the maximum-relevance weighted likelihood estimators
- The weighted likelihood
- Approximating bayesian inference by weighted likelihood
- Empirical likelihood inference for a common mean in the presence of heteroscedasticity