Results 11 to 20 of about 4,134,105 (306)
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
LOCAL INDEPENDENCE FEATURE SCREENING FOR NONPARAMETRIC AND SEMIPARAMETRIC MODELS BY MARGINAL EMPIRICAL LIKELIHOOD. [PDF]
Ann Stat, 2015 We consider an independence feature screening technique for identifying explanatory variables that locally contribute to the response variable in high-dimensional regression analysis.
Jinyuan Chang, C. Tang, Yichao Wu
semanticscholar +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.
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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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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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Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach [PDF]
Mathematics of Operations Research, 2016 We study statistical inference and distributionally robust solution methods for stochastic optimization problems, focusing on confidence intervals for optimal values and solutions that achieve exact coverage asymptotically.
John C. Duchi +2 more
semanticscholar +1 more source
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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A new scope of penalized empirical likelihood with high-dimensional estimating equations [PDF]
Annals of Statistics, 2017 Statistical methods with empirical likelihood (EL) are appealing and effective especially in conjunction with estimating equations through which useful data information can be adaptively and flexibly incorporated.
Jinyuan Chang, C. Tang, Tong Tong Wu
semanticscholar +1 more source