Results 11 to 20 of about 3,199,232 (307)
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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Functional generalized empirical likelihood estimation for conditional moment restrictions [PDF]
, 2022 Important problems in causal inference, economics, and, more generally, robust machine learning can be expressed as conditional moment restrictions, but estimation becomes challenging as it requires solving a continuum of unconditional moment ...
Muandet, Krikamol +3 more
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Bayesian computation via empirical likelihood. [PDF]
Proc Natl Acad Sci U S A, 2013 Approximate Bayesian computation has become an essential tool for the analysis of complex stochastic models when the likelihood function is numerically unavailable. However, the well-established statistical method of empirical likelihood provides another
Mengersen KL, Pudlo P, Robert CP.
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, 2022 The empirical likelihood method is a reliable data analysis tool in all statistical areas for its nonparametric features with parametric likelihood benefits. Because of the versatility of this method, we investigate its performance under survival and non-
Satter, Faysal I
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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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Improving Probability-Weighted Moment Methods for the Generalized Extreme Value Distribution
Revstat Statistical Journal, 2008 In 1985 Hosking et al. estimated with the so-called Probability-Weighted Moments (PWM) method the parameters of the Generalized Extreme Value (GEV) distribution, the latter being classically fitted to maxima of sequences of independent and identically ...
Jean Diebolt +3 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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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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