Results 271 to 280 of about 4,134,105 (306)

Empirical Likelihood

, 2001
Abstract Given x  1  ,..., xn from N (θ, σ2) where σ2 is unknown, we can obtain an appropriate likelihood for θ by profiling over σ2. What if the normal assumption is in doubt, and we do not want to use any specific parametric model? Is there a way of treating the whole shape of the distribution as a nuisance parameter, and still get a ...
Art B. Owen, D. Sprott, D. Sprott
semanticscholar   +5 more sources

Robust Empirical Likelihood

International Conference on Geometric Science of Information, 2021
In this paper, we present 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 orthogonality functions. Some asymptotic properties regarding the limit laws of the estimators are stated.
A. Keziou, A. Toma
semanticscholar   +2 more sources

A review of recent advances in empirical likelihood

WIREs Computational Statistics, 2022
Empirical likelihood is widely used in many statistical problems. In this article, we provide a review of the empirical likelihood method, due to its significant development in recent years.
Pang-Chi Liu, Yichuan Zhao
semanticscholar   +1 more source

Empirical likelihood test for a large-dimensional mean vector

, 2020
Summary This paper is concerned with empirical likelihood inference on the population mean when the dimension $p$ and the sample size $n$ satisfy $pbecomes too small to cover the true mean value.
Xia Cui, Runze Li, Guangren Yang, Wang Zhou   +3 more
semanticscholar   +1 more source

Bayesian empirical likelihood inference with complex survey data

Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2019
We propose a Bayesian empirical likelihood approach to survey data analysis on a vector of finite population parameters defined through estimating equations.
Puying Zhao, M. Ghosh, J. Rao, Changbao Wu   +3 more
semanticscholar   +1 more source

Bayesian empirical likelihood

Biometrika, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

Jackknife Empirical Likelihood

Journal of the American Statistical Association, 2009
Empirical likelihood has been found very useful in many different occasions. However, when applied directly to some more complicated statistics such as U-statistics, it runs into serious computational difficulties. In this paper, we introduce a so-called jackknife empirical likelihood (JEL) method. The new method is extremely simple to use in practice.
Jing, Bing-Yi, Yuan, Junqing, Zhou, Wang
openaire   +3 more sources

Adjusted Empirical Likelihood for Time Series Models

Sankhya B, 2016
Empirical likelihood method has been applied to dependent observations by Monti (Biometrika, 84, 395–405 1997) through the Whittle’s estimation method. Similar asymptotic distribution of the empirical likelihood ratio statistic for stationary time series
Ramadha D. Piyadi Gamage, Wei Ning, Arjun K. Gupta   +2 more
semanticscholar   +1 more source

Empirical Likelihood Methods

2020
Publisher Summary Likelihood-based estimation methods in survey sampling do not follow as special cases from classical parametric likelihood inferences. The only randomization is induced by the probability sampling selection of units. While intervals based on NAs are clearly inappropriate, the EL interval maintains the same desirable performance ...
Changbao Wu, Mary E. Thompson
openaire   +1 more source

EMPIRICAL LIKELIHOOD FOR GARCH MODELS

Econometric Theory, 2006
Summary: This paper develops an empirical likelihood approach for regular generalized autoregressive conditional heteroskedasticity (GARCH) models and GARCH models with unit roots. For regular GARCH models, it is shown that the log empirical likelihood ratio statistic asymptotically follows a \(\chi^2\) distribution.
Chan, NH, Ling, SQ
openaire   +3 more sources