Results 1 to 10 of about 1,308,057 (281)
Bayesian computation via empirical likelihood [PDF]
Proc Natl Acad Sci U S A, 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 +9 more sources
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
core +11 more sources
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
doaj +2 more sources
Marginal empirical likelihood and sure independence feature screening [PDF]
Ann Stat, 2013 We study a marginal empirical likelihood approach in scenarios when the number of variables grows exponentially with the sample size. The marginal empirical likelihood ratios as functions of the parameters of interest are systematically examined, and we ...
Chang, Jinyuan +2 more
core +2 more sources
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, Hammou El, McKeague, Ian W.
core +2 more sources
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
doaj +2 more sources
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
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
openaire +3 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
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
doaj +1 more source