搜索结果: 1-15 共查到“统计学 empirical likelihood”相关记录15条 . 查询时间(0.08 秒)
High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data
Generalized empirical likelihood High dimensionality Penalized likelihood Variable selec- tion
2016/1/26
This paper considers the maximum generalized empirical likelihood (GEL) estimation and inference on parameters identified by high dimensional moment restrictions with weakly dependent data when the di...
Marginal empirical likelihood and sure independence screening
Empirical likelihood high dimensional data analysis independence sure screening large deviation
2016/1/25
We study a marginal empirical likelihood approach in scenarios when the num-ber of variables grows exponentially with the sample size. The marginal empirical likelihood ratios as functions of the para...
Jackknife Empirical Likelihood Method for Some Risk Measures and Related Quantities
Confidence interval jackknife empirical likelihood risk measure
2016/1/25
Quantifying risks is of importance in insurance. In this paper, we employ the jackknife empirical likelihood method to construct confidence intervals for some risk measures and related quantities stud...
High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data
Generalized empirical likelihood High dimensionality Penalized likelihood
2016/1/20
This paper considers the maximum generalized empirical likelihood (GEL) estimation and inference on parameters identified by high dimensional moment restrictions with weakly dependent data when the di...
Marginal empirical likelihood and sure independence screening
Empirical likelihood high dimensional data analysis independence sure screening large deviation
2016/1/20
We study a marginal empirical likelihood approach in scenarios when the num-ber of variables grows exponentially with the sample size. The marginal empirical likelihood ratios as functions of the para...
Jackknife Empirical Likelihood for Parametric Copulas
Copulas Empirical likelihood Interval estimation Jackknife
2016/1/19
For fitting a parametric copula to multivariate data, a popular way is to employ the so-called pseudo maximum likelihood estimation proposed by Genest, Ghoudi and Rivest (1995). Although interval esti...
Regenerative block empirical likelihood for Markov chains
Nummelin splitting technique time series Empirical Likelihood
2011/3/21
Empirical likelihood is a powerful semi-parametric method increasingly investigated in the literature. However, most authors essentially focus on an i.i.d. setting. In the case of dependent data, the ...
Regenerative block empirical likelihood for Markov chains
Nummelin splitting technique time series Empirical Likelihood MSC codes: 62G05 62F35 62F40
2011/3/23
Empirical likelihood is a powerful semi-parametric method increasingly investigated in the literature. However, most authors essentially focus on an i.i.d. setting. In the case of dependent data, the ...
Adjusted empirical likelihood with high-order precision
Bartlett correction confidence region Edgeworth expansion
2010/10/14
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 est...
On generalized empirical likelihood methods
Empirical likelihood Generalized Empirical likelihood Minimum divergence Effi-ciency Duality Divergence projection
2010/3/10
We introduce estimation and test procedures through divergence minimization for
models satisfying linear constraints with unknown parameter. These procedures extend the em-
pirical likelihood (EL) m...
Empirical likelihood for the additive risk model
Additive risk model empirical likelihood left-truncation and right-censoring
2009/9/21
In this article, we investigate the empirical likelihood
method for the additive risk model when the failure times are subject
to left-truncation and right-censoring, An empuical likelihood ratio
f...
EMPIRICAL LIKELIHOOD INFERENCE FOR SURVIVAL RATE REGRESSION WITH MISSING INFORMATION PRINCIPLE
Confidence region conditional Kaplan–Meier estimator link function right censoring
2009/9/18
Recently, regression model for the long-term survival probabilities
of patients was proposed, and a semiparametric inference procedure
was developed based on missing information principle. In this p...
Empirical likelihood based testing for regression
Marked empirical process Model check for regression Nonlinear regression Partial linear model Residuals
2009/9/16
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 functi...
Empirical likelihood for estimating equations with missing values
Empirical likelihood estimating equations Kernel estimation missing values nonparametric imputation
2010/3/18
We consider an empirical likelihood inference for parameters defined
by general estimating equations when some components of the
random observations are subject to missingness. As the nature of the
...
A pseudo empirical likelihood approach for stratified samples with nonresponse
Pseudo empirical likelihood response mechanism bootstrap imputation
2010/3/18
Nonresponse is common in surveys. When the response probability
of a survey variable Y depends on Y through an observed
auxiliary categorical variable Z (i.e., the response probability of Y is
cond...