Empirical Likelihood Ratio Confidence Regions

By Art B. Owen. 1990

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Citations in the corpus

Empirical Likelihood for Partially Linear Models (2000, methodology): “Therefore, it will not be a trivial extension of Owen (1990, 1991) to establish the nonparametric likelihood ratio statistics in this model.”
Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations (2007, methodology): “The empirical likelihood method, introduced in Owen (1988, 1990), is a nonparametric approach for constructing confidence regions.”
Nonparametric Estimation of Hazard Rate Under the Constraint of Monotonicity (2001, methodology): “The distance D0 was used by Owen (1988, 1990) in his development of empirical likelihood methods, and its relationship to the notion of “likelihood” makes it the most natural, in a sense.”
Empirical likelihood confidence regions for comparison distributions and roc curves (2003, background): “The main motivation to employ empirical likelihood ( Owen, 1988, 1990 ) above other existing estimation methods, is the construction of confldence regions, which is the focus point of this paper.”
Adjusted Empirical Likelihood and its Properties (2008, unknown): “When g(y, θ) = y − θ and θ0 is the true population mean, Owen (1990) showed that −2W (θ0) → χ2m in distribution as n → ∞ under some moment conditions.”
Generalized likelihood ratio statistics and Wilks phenomenon (2001, background): “See also Owen (1990), Hall and Owen (1993), Chen and Qin (1993), Li, Hollander, McKeague and Yang (1996) for applications of the empirical likelihood.”
An MCMC approach to classical estimation (2003, background): “Hansen (1982), Gallant and White (1988) and PM otscher and Prucha (1997), covering Gordin (mixingale type) conditions and near-epoch dependent processes such as ARMA, GARCH, ARCH, and other models alike; 3. General empirical likelihood models for smooth moment equation models studied by Imbens (1997”
Empirical Likelihood Confidence Intervals for Response Mean with Data Missing at Random (2009, methodology): “A competitive method for constructing the confidence interval of is the empirical likelihood method, introduced by Owen (1988, 1990).”
Calibration estimation using empirical likelihood in survey sampling (2009, background): “See, for example, Vardi (1985), Qin (1993) and Kong et al.”
Empirical likelihood confidence intervals for nonparametric functional data analysis (2009, background): “The general property of empirical likelihood was studied by Owen (1990), and Qin and Lawless (1994) gave a much more general theory on empirical likelihood properties with estimating equations.”
EMPIRICAL LIKELIHOOD REGRESSION ANALYSIS FOR RIGHT CENSORED DATA (2003, unknown): “Then, by Owen (1990), θ′Σ̃1n(β0)θ ≥ σp + op(1).”
Effects of data dimension on empirical likelihood (2009, methodology): “When p is fixed, Owen (1988, 1990) showed that `n(µ) d→ χ2p as n → ∞, (2) which mimics the Wilks’ theorem for parametric likelihood ratio.”
Empirical likelihood ratio test for the change-point problem (2007, methodology): “Recently, Guan (2004) has considered a semiparametric changepoint model using empirical likelihood method (Owen, 1990, 2001) which is applied to detect the change from a distribution to a weighted one.”
Empirical likelihood confidence regions in a partially linear single‐index model (2006, methodology): “.n−1=2/: This, together with lemma 5, proves lemma 7 by using the same arguments as were used in the proof of expression (2.14) in Owen (1990).”