Results 31 to 40 of about 4,134,105 (306)

Bounds on coverage probabilities of the empirical likelihood ratio confidence regions [PDF]

, 2004
This paper studies the least upper bounds on coverage probabilities of the empirical likelihood ratio confidence regions based on estimating equations.
Tsao, Min
core   +1 more source

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 , Armelle Guillou , Philippe Naveau , Pierre Ribereau   +3 more
doaj   +1 more source

Empirical likelihood estimation of the spatial quantile regression [PDF]

, 2012
The spatial quantile regression model is a useful and flexible model for analysis of empirical problems with spatial dimension. This paper introduces an alternative estimator for this model.
A Owen, A Owen, A Owen, DJ Nordman, EL Glaeser, GJ Borjas, GW Imbens, GW Imbens, HH Kelejian, JK Brueckner, JP LeSage, JP LeSage, LP Hansen, M Aoki, M Fujita, P Kostov, Philip Kostov, R Koenker, S Lee, SN Durlauf, SN Durlauf, SN Lahiri, SX Chen, T Lancaster, T Otsu, TH Kim, V Chernozhukov, V Chernozhukov, V Chernozhukov, WK Newey, Y Kitamura, Y Kitamura, Y Kitamura   +32 more
core   +1 more source

Weighted empirical likelihood inference [PDF]

Statistics & Probability Letters, 2004
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

Empirical Likelihood for Random Sets [PDF]

Journal of the American Statistical Association, 2017
In many statistical applications, the observed data take the form of sets rather than points. Examples include bracket data in survey analysis, tumor growth and rock grain images in morphology analysis, and noisy measurements on the support function of a convex set in medical imaging and robotic vision.
Adusumilli, Karun, Otsu, Taisuke
openaire   +4 more sources

Inference about the slope in linear regression: an empirical likelihood approach [PDF]

, 2017
We present a new, efficient maximum empirical likelihood estimator for the slope in linear regression with independent errors and covariates. The estimator does not require estimation of the influence function, in contrast to other approaches, and is ...
Müller, Ursula U., Peng, Hanxiang, Schick, Anton   +2 more
core   +1 more source

Revised empirical likelihood [PDF]

, 2010
Empirical Likelihood (EL) and other methods that operate within the Empirical Estimating Equations (E3) approach to estimation and inference are challenged by the Empty Set Problem (ESP). ESP concerns the possibility that a model set, which is data-dependent, may be empty for some data sets.
Grendar, Marian, Judge, George G., Grendar, Marian, Judge, George G.   +3 more
openaire   +3 more sources

Empirical likelihood based testing for regression [PDF]

, 2007
Consider a random vector $(X,Y)$ and let $m(x)=E(Y|X=x)$. We are interested in testing $H_0:m\in {\cal M}_{\Theta,{\cal G}}=\{\gamma(\cdot,\theta,g):\theta \in \Theta,g\in {\cal G}\}$ for some known function $\gamma$, some compact set $\Theta \subset $IR$
Manteiga, Wenceslao González, Sellero, César Sánchez, Van Keilegom, Ingrid   +2 more
core   +3 more sources

Testing for Serial Correlation in Autoregressive Exogenous Models with Possible GARCH Errors

Entropy, 2022
Autoregressive exogenous, hereafter ARX, models are widely adopted in time series-related domains as they can be regarded as the combination of an autoregressive process and a predictive regression.
Hanqing Li, Xiaohui Liu, Yuting Chen, Yawen Fan   +3 more
doaj   +1 more source

Empirical Likelihood for Estimating Equations with Nonignorably Missing Data. [PDF]

Stat Sin, 2014
Niansheng Tang, Puying Zhao, Hong-Tu Zhu
semanticscholar   +2 more sources