Results 21 to 30 of about 4,134,105 (306)
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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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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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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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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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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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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Adjusted empirical likelihood with high-order precision [PDF]
, 2010 Empirical likelihood is a popular nonparametric or semi-parametric statistical method with many nice statistical properties. Yet when the sample size is small, or the dimension of the accompanying estimating function is high, the application of the ...
Chen, Jiahua, Liu, Yukun
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Statistica sinica, 2019 The potential use of auxiliary summary information to improve the efficiency of estimation has attracted significant interest. Most existing methods assume that the data distribution is the same for the sample data and for the population that generates ...
Peisong Han, J. Lawless
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Empirical Likelihood for Censored Linear Regression and Variable Selection [PDF]
Scand Stat Theory Appl, 2015 Tong Tong Wu, Gang Li, C. Tang
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Two-step semiparametric empirical likelihood inference [PDF]
The Annals of Statistics, 2020 In both parametric and certain nonparametric statistical models, the empirical likelihood ratio satis es a nonparametric version of Wilks' theorem. For many semiparametric models, however, the commonly used two-step (plug-in) empirical likelihood ratio is not asymptotically distribution-free, that is, its asymptotic distribution contains unknown ...
Van Keilegom, Ingrid +2 more
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