Confidence and Likelihood*

Empirical Likelihood Confidence Band

OF DISSERTATION Empirical Likelihood Confidence Band The confidence band represents an important measure of uncertainty associated with a functional estimator and empirical likelihood method has been proved to be a viable approach to constructing confidence bands in many cases. Using the empirical likelihood ratio principle, this dissertation developed simultaneous confidence bands for many fun...

Empirical likelihood based confidence intervals for copulas

Copula as an effective way of modeling dependence has become more or less a standard tool in risk management, and a wide range of applications of copula models appear in the literature of economics, econometrics, insurance, finance, etc. How to estimate and test a copula plays an important role in practice, and both parametric and nonparametric methods have been studied in the literature. In th...

Variations on KamLAND: likelihood analysis and frequentist confidence regions

In this letter the robustness of the first results from the KamLAND reactor neutrino experiment with respect to variations in the statistical analysis is considered. It is shown that an event-by-event based likelihood analysis provides a more powerful tool to extract information from the currently available data sample than a leastsquares method based on energy binned data. Furthermore, a frequ...

Variations on KamLAND: likelihood analysis and frequentist confidence regions

Likelihood Functions and Confidence Bounds for Total-Least-Squares Problems

This paper addresses the derivation of likelihood functions and confidence bounds for problems involving overdetermined linear systems with noise in all measurements, often referred to as total-least-squares (TLS). It has been shown previously that TLS provides maximum likelihood estimates. But rather than being a function solely of the variables of interest, the associated likelihood functions...