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47,956
Empirical Likelihood Method For Intermediate
"... Intermediate quantiles play an important role in the statistics of extremes with particular applications in risk management. For interval estimation of quantiles, Chen and Hall (1993) proposed the so-called smoothed empirical likelihood method. In this paper, we apply the method in Chen and Hall (19 ..."
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Intermediate quantiles play an important role in the statistics of extremes with particular applications in risk management. For interval estimation of quantiles, Chen and Hall (1993) proposed the so-called smoothed empirical likelihood method. In this paper, we apply the method in Chen and Hall
ON GENERALIZED EMPIRICAL LIKELIHOOD METHODS
, 2010
"... Abstract. We introduce estimation and test procedures through divergence minimization for models satisfying linear constraints with unknown parameter. These procedures extend the empirical likelihood (EL) method and share common features with generalized empirical likelihood (GEL) approach. We treat ..."
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Abstract. We introduce estimation and test procedures through divergence minimization for models satisfying linear constraints with unknown parameter. These procedures extend the empirical likelihood (EL) method and share common features with generalized empirical likelihood (GEL) approach. We
Empirical Likelihood Methods
"... Likelihood-based Approaches Let U = {1, 2, · · · , N } be the set of units in the finite population and y i and x i be respectively the values of the study variable y and the vector of the auxiliary variables x attached to the ith unit. In this chapter we restrict our discussion to the estimation w ..."
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where s is the set of sample units selected by the probability sampling design, p(s), and I(y ≤ t) is the indicator function. The population totals X = N i=1 x i or means X = X/N may also be available and can be used at the estimation stage. Likelihood-based estimation methods in survey sampling do
EMPIRICAL LIKELIHOOD METHOD FOR FINITE POPULATIONS
"... This article provides an overview on recent developments of empirical likelihood methods in estimating the finite population means and totals, distribution function and quantiles, variance and other quadratic functions in the presence of auxiliary information. Major results are unified under the gen ..."
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This article provides an overview on recent developments of empirical likelihood methods in estimating the finite population means and totals, distribution function and quantiles, variance and other quadratic functions in the presence of auxiliary information. Major results are unified under
A Review on Empirical Likelihood Methods for Regression
, 2009
"... We provide a review on the empirical likelihood method for regression type inference problems. The regression models considered in this review include parametric, semiparametric and nonparametric models. Both missing data and censored data are accommodated. ..."
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Cited by 11 (1 self)
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We provide a review on the empirical likelihood method for regression type inference problems. The regression models considered in this review include parametric, semiparametric and nonparametric models. Both missing data and censored data are accommodated.
2.2 The Empirical Likelihood Method........................
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Jackknife-blockwise empirical likelihood methods under dependence
, 2012
"... a b s t r a c t Empirical likelihood for general estimating equations is a method for testing hypothesis or constructing confidence regions on parameters of interest. If the number of parameters of interest is smaller than that of estimating equations, a profile empirical likelihood has to be emplo ..."
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a b s t r a c t Empirical likelihood for general estimating equations is a method for testing hypothesis or constructing confidence regions on parameters of interest. If the number of parameters of interest is smaller than that of estimating equations, a profile empirical likelihood has
Calibration of the Empirical Likelihood Method for a Vector Mean
"... The empirical likelihood method is a versatile approach for testing hypotheses and constructing confidence regions in a non-parametric setting. For testing the value of a vector mean, the empirical likelihood method offers the benefit of making no distributional assumptions beyond some mild moment c ..."
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Cited by 8 (0 self)
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The empirical likelihood method is a versatile approach for testing hypotheses and constructing confidence regions in a non-parametric setting. For testing the value of a vector mean, the empirical likelihood method offers the benefit of making no distributional assumptions beyond some mild moment
EMPIRICAL LIKELIHOOD METHODS IN ECONOMETRICS: THEORY AND PRACTICE
, 2006
"... Recent developments in empirical likelihood (EL) methods are reviewed. First, to put the method in perspective, two interpretations of empirical likelihood are presented, one as a nonparametric maximum likelihood estimation method (NPMLE) and the other as a generalized minimum contrast estimator ( ..."
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Cited by 35 (3 self)
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Recent developments in empirical likelihood (EL) methods are reviewed. First, to put the method in perspective, two interpretations of empirical likelihood are presented, one as a nonparametric maximum likelihood estimation method (NPMLE) and the other as a generalized minimum contrast estimator
Empirical Likelihood Methods for an AR(1) Process with
"... For an AR(1) process with ARCH(1) errors, we propose empirical likelihood tests for testing whether the sequence is strictly stationary but has infinite variance, or the sequence is an ARCH(1) sequence or the sequence is an iid sequence. Moreover, an empirical likelihood based confidence interval fo ..."
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For an AR(1) process with ARCH(1) errors, we propose empirical likelihood tests for testing whether the sequence is strictly stationary but has infinite variance, or the sequence is an ARCH(1) sequence or the sequence is an iid sequence. Moreover, an empirical likelihood based confidence interval
Results 1 - 10
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47,956
