Results 1 to 10 of about 3,922,976 (164)
Empirical Likelihood Block Bootstrapping [PDF]
Journal of Econometrics, 2011 Monte Carlo evidence has made it clear that asymptotic tests based on generalized method of moments (GMM) estimation have disappointing size. The problem is exacerbated when the moment conditions are serially correlated.
Allen, Jason +2 more
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Mean Empirical Likelihood [PDF]
Computational Statistics & Data Analysis, 2019 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wei Liang, Hongsheng Dai, Shuyuan He
semanticscholar +4 more sources
Bayesian computation via empirical likelihood [PDF]
Proceedings of the National Academy of Sciences, 2012 Approximate Bayesian computation (ABC) has become an essential tool for the analysis of complex stochastic models when the likelihood function is numerically unavailable.
Beaumont +14 more
core +7 more sources
Bayesian jackknife empirical likelihood
Biometrika, 2019 Empirical likelihood is a very powerful nonparametric tool that does not require any distributional assumptions. Lazar (2003) showed that in Bayesian inference, if one replaces the usual likelihood with the empirical likelihood, then posterior ...
Yichen Cheng, Y. Zhao
semanticscholar +2 more sources
Large dimensional empirical likelihood
Statistica Sinica, 2016 Summary: The empirical likelihood is a versatile nonparametric approach to testing hypotheses and constructing confidence regions. However it is not clear if Wilks' theorem still works in high dimensions. In this paper, by adding two pseudo-observations to the original data set, we prove the asymptotic normality of the log empirical likelihood-ratio ...
Binbin Chen +3 more
semanticscholar +5 more sources
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
doaj +1 more source
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
doaj +1 more source
A Review of Empirical Likelihood
, 2021 Empirical likelihood is a popular nonparametric analog of the usual parametric likelihood, inheriting many of the large-sample properties of the latter construct.
N. Lazar
semanticscholar +1 more source
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
doaj +2 more sources