Self-concordance for empirical likelihood

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Self-concordance for empirical likelihood

The usual approach to computing empirical likelihood for the mean uses Newton’s method after eliminating a Lagrange multiplier and replacing the function − log(x) by a quadratic Taylor approximation to the left of 1/n. This paper replaces the quadratic approximation by a quartic. The result is a self-concordant function for which Newton’s method with backtracking has theoretical convergence gua...

متن کامل

Empirical Likelihood

Empirical likelihood is a technique for forming hypothesis tests and conndence sets based on nonparametric likelihood ratios. Many properties of parametric likelihood ratio functions have nonparametric parallels. The main one is that there is a nonparametric version of Wilks's famous result wherein an asymptotic chisquare distribution holds for the log likelihood ratio. The nonparametric versio...

متن کامل

Empirical Likelihood Approach and its Application on Survival Analysis

A number of nonparametric methods exist when studying the population and its parameters in the situation when the distribution is unknown. Some of them such as "resampling bootstrap method" are based on resampling from an initial sample. In this article empirical likelihood approach is introduced as a nonparametric method for more efficient use of auxiliary information to construct...

متن کامل

Weighted empirical likelihood inference

A weighted empirical likelihood approach is proposed to take account of the heteroscedastic structure of the data. The resulting weighted empirical likelihood ratio statistic is shown to have a limiting chisquare distribution. A limited simulation study shows that the associated con*dence intervals for a population mean or a regression coe+cient have more accurate coverage probabilities and mor...

متن کامل

A frequency domain empirical likelihood for short- and long-range dependence∗ Short Title: Spectral empirical likelihood

This paper introduces a version of empirical likelihood based on the periodogram and spectral estimating equations. This formulation handles dependent data through a data transformation (i.e., Fourier transform) and is developed in terms of the spectral distribution rather than a time domain probability distribution. The asymptotic properties of frequency domain empirical likelihood are studied...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Canadian Journal of Statistics

سال: 2013

ISSN: 0319-5724

DOI: 10.1002/cjs.11183