Inferences about the Population Mean: Empirical Likelihood versus Bootstrap-t

Inferences about the Population Mean: Empirical Likelihood versus Bootstrap-t

The Bootstrap and Empirical Likelihood

We point out connections between the bootstrap and empirical likelihood and indicate how the other pre sentations in the session The Bootstrap and Empir ical Likelihood at the Joint Statistical Meet ings t into this framework Empirical Likelihood for a mean The goal of this article is to point out connections be tween the bootstrap and empirical likelihood EL We consider only univariate statist...

Bootstrap and empirical likelihood methods in extremes

One of the major interests in extreme-value statistics is to infer the tail properties of the distribution functions in the domain of attraction of an extreme-value distribution and to predict rare events. In recent years, much effort in developing new methodologies has been made by many researchers in this area so as to diminish the impact of the bias in the estimation and achieve some asympto...

Empirical likelihood inferences for the semiparametric additive isotonic regression

AMS subject classifications: 62G15 62G08 62F30 a b s t r a c t We consider the (profile) empirical likelihood inferences for the regression parameter (and its any sub-component) in the semiparametric additive isotonic regression model where each additive nonparametric component is assumed to be a monotone function. In theory, we show that the empirical log-likelihood ratio for the regression pa...

Inferences in Censored Cost Regression Models with Empirical Likelihood

In many studies of health economics, we are interested in the expected total cost over a certain period for a patient with given characteristics. Problems can arise if cost estimation models do not account for distributional aspects of costs. Two such problems are (1) the skewed nature of the data, and (2) censored observations. In this paper we propose an empirical likelihood (EL) method for c...