Results 11 to 20 of about 1,302,383 (167)
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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Mathematics, 2023 The presence of nonignorable missing response variables often leads to complex conditional distribution patterns that cannot be effectively captured through mean regression.
Jingxuan Guo +7 more
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A Unified Test for the AR Error Structure of an Autoregressive Model
Axioms, 2022 A direct application of autoregressive (AR) models with independent and identically distributed (iid) errors is sometimes inadequate to fit the time series data well.
Xinyi Wei +4 more
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Statistical Theory and Related Fields, 2022 Due to cost-effectiveness and high efficiency, two-phase case-control sampling has been widely used in epidemiology studies. We develop a semi-parametric empirical likelihood approach to two-phase case-control data under the logistic regression model. We
Zhen Sheng, Yukun Liu, Jing Qin
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Split sample empirical likelihood
Computational Statistics & Data Analysis, 2020 We propose a new approach that combines multiple non-parametric likelihood-type components to build a data-driven approximation of the true likelihood function. Our approach is built on empirical likelihood, a non-parametric approximation of the likelihood function.
Adam Jaeger, Nicole A. Lazar
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Estimation of quantile regression model without longitudinal data and with auxiliary information
Xi'an Gongcheng Daxue xuebao, 2021 In order to study the estimation of the quantile regression model with missing longitudinal data and auxiliary information, the parameter estimation and asymptotic normality of linear quantile regression model are given by using inverse probability ...
Yuting ZHANG +2 more
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A Blockwise Empirical Likelihood Test for Gaussianity in Stationary Autoregressive Processes
Mathematics, 2023 A new and simple blockwise empirical likelihood moment-based procedure to test if a stationary autoregressive process is Gaussian has been proposed. The proposed test utilizes the skewness and kurtosis moment constraints to develop the test statistic ...
Chioneso S. Marange +3 more
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Empirical likelihood inference in autoregressive models with time-varying variances
Statistical Theory and Related Fields, 2022 This paper develops the empirical likelihood ( $ \mathrm {EL} $ ) inference procedure for parameters in autoregressive models with the error variances scaled by an unknown nonparametric time-varying function.
Yu Han, Chunming Zhang
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Empirical Phi-discrepancies and quasi-empirical likelihood: exponential bounds
ESAIM: Proceedings and Surveys, 2015 We review some recent extensions of the so-called generalized empirical likelihood method, when the Kullback distance is replaced by some general convex divergence.
Bertail Patrice +2 more
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