On the second-order properties of empirical likelihood with moment restrictions

By Songxi Chen, Hengjian Cui. 2007

93 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/f920c1f1f4f30b82dd0c08860ade3d962e331c2b

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Control and Systems Engineering

1. I. Van Keilegom
2. Jiahua Chen
3. Yukun Liu
4. Jinyuan Chang
5. Xiaohong Chen
6. Songxi Chen
7. Cheng Yong Tang

In Statistics and Probability

1. Songxi Chen
2. I. Van Keilegom
3. Jiahua Chen
4. Jinyuan Chang
5. Xiaohong Chen
6. Yukun Liu
7. Fan Wu
8. S. Chen

Citations in the corpus

• Empirical likelihood on the full parameter space (2013, background): “These are also assumptions under which the OEL for the mean is Bartlett correctable [DiCiccio, Hall and Romano (1988), Chen and Cui (2007)].”
• High dimensional generalized empirical likelihood for moment restrictions with dependent data (2013, methodology): “Among these methods, some members of the GEL (especially the EL) have the attractive properties of the Wilks’ theorem (Owen, 1988, 1990; Qin and Lawless, 1994), Bartlett correction (Chen and Cui, 2006, 2007), and a smaller second order bias (Newey and Smith, 2004; Anatolyev, 2005). See Owen (2001), ”
• A review on empirical likelihood methods for regression (2009, methodology): “adjustment to the mean leads to improvement in (16) by one order of magnitude (DiCiccio et al. 1991; Chen 1993; and Chen and Cui 2007 ) so that”
• EMPIRICAL LIKELIHOOD FOR ESTIMATING EQUATIONS WITH MISSING VALUES (2009, background): “Chen and Cui [5] show that the empirical likelihood of [23] is Bartlett correctable, indicating that the empirical likelihood has this delicate second-order property of the conventional likelihood more generally than previously anticipated.”
• A Test for model specification of diffusion processes (2007, background): “Chen and Cui [10] showed that the EL admits Bartlett correction under this general framework.”
• ADJUSTED EMPIRICAL LIKELIHOOD WITH HIGH-ORDER PRECISION (2010, methodology): “Instead, Chen and Cui (2007) proposed a bootstrap estimate.”