A review of empirical likelihood

NA Lazar - Annual Review of Statistics and its Application, 2021 - annualreviews.org
Empirical likelihood is a popular nonparametric analog of the usual parametric likelihood,
inheriting many of the large-sample properties of the latter construct. This article presents a …

Two-step semiparametric empirical likelihood inference

F Bravo, JC Escanciano, I Van Keilegom - 2020 - projecteuclid.org
Supplement to the paper:“Two-step semiparametric empirical likelihood inference”. The
supplement contains four appendices: Appendix A gathers all the proofs for the examples …

Efficient estimation of copula-based semiparametric Markov models

X Chen, WB Wu, Y Yi - 2009 - projecteuclid.org
This paper considers the efficient estimation of copula-based semiparametric strictly
stationary Markov models. These models are characterized by nonparametric invariant (one …

Empirical likelihood for non‐smooth criterion functions

EM Molanes Lopez, IVAN KEILEGOM… - … Journal of Statistics, 2009 - Wiley Online Library
Suppose that X1,…, Xn is a sequence of independent random vectors, identically distributed
as ad‐dimensional random vector X. Let be a parameter of interest and be some nuisance …

[HTML][HTML] Smoothed jackknife empirical likelihood method for ROC curve

Y Gong, L Peng, Y Qi - Journal of Multivariate Analysis, 2010 - Elsevier
In this paper we propose a smoothed jackknife empirical likelihood method to construct
confidence intervals for the receiver operating characteristic (ROC) curve. By applying the …

[HTML][HTML] Empirical likelihood for linear transformation models with interval-censored failure time data

Z Zhang, Y Zhao - Journal of Multivariate Analysis, 2013 - Elsevier
For regression analysis of interval-censored failure time data, Zhang et al.(2005)[40]
proposed an estimating equation approach to fit linear transformation models. In this paper …

Bayesian jackknife empirical likelihood

Y Cheng, Y Zhao - Biometrika, 2019 - academic.oup.com
Empirical likelihood is a very powerful nonparametric tool that does not require any
distributional assumptions. showed that in Bayesian inference, if one replaces the usual …

[HTML][HTML] Smoothed jackknife empirical likelihood inference for ROC curves with missing data

H Yang, Y Zhao - Journal of Multivariate Analysis, 2015 - Elsevier
In this paper, we apply smoothed jackknife empirical likelihood (JEL) method to construct
confidence intervals for the receiver operating characteristic (ROC) curve with missing data …

[HTML][HTML] Smoothed jackknife empirical likelihood inference for the difference of ROC curves

H Yang, Y Zhao - Journal of Multivariate Analysis, 2013 - Elsevier
For the comparison of two diagnostic markers at a flexible specificity, people apply the
difference of two correlated receiver operating characteristic (ROC) curves to identify the …

Statistical models and methods for dependence in insurance data

S Haug, C Klüppelberg, L Peng - Journal of the Korean Statistical Society, 2011 - Elsevier
Copulas are becoming a quite flexible tool in modeling dependence among the components
of a multivariate vector. In order to predict extreme losses in insurance and finance, extreme …