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Jackknife Empirical Likelihood Method for Some Risk Measures and Related Quantities
Confidence interval jackknife empirical likelihood risk measure
2016/1/20
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...
Full likelihood inferences in the Cox model:an empirical likelihood approach
Right censored data Empirical likelihood Maximum likelihood estimator Partial likelihood Profile likelihood
2015/12/11
For the regression parameter β0 in the Cox model, there have been several estimators constructed based on various types of approximated likelihood, but none of them has demonstrated small-sample advan...
Smoothed weighted empirical likelihood ratio confidence intervals for quantiles
bootstrap doubly censored data empirical likelihood interval censored data partly interval censored data right censored data
2015/12/11
Thus far, likelihood-based interval estimates for quantiles have not been studied in the literature on interval censored case 2 data and partly interval censored data, and, in this context, the use of...
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 t...
Bayesian interpretation of Generalized empirical likelihood by maximum entropy
Bayesian interpretation Generalized empirical likelihood maximum entropy
2012/3/1
We study a parametric estimation problem related to moment condition models. As an alternative to the generalized empirical likelihood (GEL) and the generalized method of moments (GMM), a Bayesian app...
Empirical Likelihood Inference for Random Coefficient INAR(p) Process
Models of count data Random coefficient INAR process Empirical likelihood Asymptotic distribution
2011/11/5
In this paper, we study the empirical likelihood method for the pth-order random coefficient integer-valued autoregressive process. In particular, the limiting distribution of the log empirical likeli...
Empirical likelihood for first-order random coefficient integer-valued autoregressive processes
INAR model Conditional least square Asymptotic distribution Hypothesis Testing Maximum empirical likelihood
2011/11/5
This paper studies the empirical likelihood method for a first-order random coefficient integer-valued autoregressive model. The limiting distribution of the log empirical likelihood ratio statistic i...