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 کاملEmpirical 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...
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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 کاملWeighted 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...
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ژورنال
عنوان ژورنال: Canadian Journal of Statistics
سال: 2013
ISSN: 0319-5724
DOI: 10.1002/cjs.11183