Results 1 to 10 of about 1,300,342 (265)
Bayesian computation via empirical likelihood. [PDF]
Proc Natl Acad Sci U S A, 2013 Approximate Bayesian computation (ABC) has become an essential tool for the analysis of complex stochastic models when the likelihood function is numerically unavailable.
Mengersen KL, Pudlo P, Robert CP.
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DSGE Estimation Using Generalized Empirical Likelihood and Generalized Minimum Contrast [PDF]
EntropyWe investigate the performance of estimators of the generalized empirical likelihood and minimum contrast families in the estimation of dynamic stochastic general equilibrium models, with particular attention to the robustness properties under ...
Gilberto Boaretto +1 more
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Empirical likelihood-based tests for stochastic ordering. [PDF]
Bernoulli (Andover), 2013 This paper develops an empirical likelihood approach to testing for the presence of stochastic ordering among univariate distributions based on independent random samples from each distribution.
Barmi HE, McKeague IW.
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Semiparametric fractional imputation using empirical likelihood in survey sampling [PDF]
Statistical Theory and Related Fields, 2017 The empirical likelihood method is a powerful tool for incorporating moment conditions in statistical inference. We propose a novel application of the empirical likelihood for handling item non-response in survey sampling.
Sixia Chen, Jae kwang Kim
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Mathematics, 2023 This paper studies the estimation and inference of a partially linear varying coefficient spatial autoregressive panel data model with fixed effects. By means of the basis function approximations and the instrumental variable methods, we propose a two ...
Sanying Feng, Tiejun Tong, Sung Nok Chiu
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Confidence Regions for Parameters in Stationary Time Series Models With Gaussian Noise
Frontiers in Physics, 2022 This article develops two new empirical likelihood methods for long-memory time series models based on adjusted empirical likelihood and mean empirical likelihood.
Xiuzhen Zhang +3 more
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On copula moment: empirical likelihood based estimation method [PDF]
Arab Journal of Mathematical Sciences, 2022 Purpose – In this paper, the authors applied the empirical likelihood method, which was originally proposed by Owen, to the copula moment based estimation methods to take advantage of its properties, effectiveness, flexibility and reliability of the ...
Jihane Abdelli, Brahim Brahimi
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A selective review of statistical methods using calibration information from similar studies
Statistical Theory and Related Fields, 2022 In the era of big data, divide-and-conquer, parallel, and distributed inference methods have become increasingly popular. How to effectively use the calibration information from each machine in parallel computation has become a challenging task for ...
Jing Qin, Yukun Liu, Pengfei Li
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A Robust Version of the Empirical Likelihood Estimator
Mathematics, 2021 In this paper, we introduce a robust version of the empirical likelihood estimator for semiparametric moment condition models. This estimator is obtained by minimizing the modified Kullback–Leibler divergence, in its dual form, using truncated ...
Amor Keziou, Aida Toma
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Testing the Intercept of a Balanced Predictive Regression Model
Entropy, 2022 Testing predictability is known to be an important issue for the balanced predictive regression model. Some unified testing statistics of desirable properties have been proposed, though their validity depends on a predefined assumption regarding whether ...
Qijun Wang +3 more
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