A review of recent advances in empirical likelihood

P Liu, Y Zhao - Wiley Interdisciplinary Reviews: Computational …, 2023 - Wiley Online Library
Empirical likelihood is widely used in many statistical problems. In this article, we provide a
review of the empirical likelihood method, due to its significant development in recent years …

Jackknife empirical likelihood inference for the mean absolute deviation

Y Zhao, X Meng, H Yang - Computational Statistics & Data Analysis, 2015 - Elsevier
In statistics mean absolute deviation plays an important role in measuring spread of a data.
In this paper, we focus on using the jackknife, the adjusted and the extended jackknife …

Empirical likelihood on the full parameter space

M Tsao, F Wu - 2013 - projecteuclid.org
We extend the empirical likelihood of Owen [Ann. Statist. 18 (1990) 90–120] by partitioning
its domain into the collection of its contours and mapping the contours through a continuous …

Transforming the empirical likelihood towards better accuracy

BY Jing, M Tsao, W Zhou - Canadian Journal of Statistics, 2017 - Wiley Online Library
Under‐coverage has been a long‐standing issue with the empirical likelihood confidence
region. Several methods can be used to address this issue, but they all add complexity to the …

Empirical likelihood for outlier detection and estimation in autoregressive time series

R Baragona, F Battaglia… - Journal of Time Series …, 2016 - Wiley Online Library
Identification and estimation of outliers in time series is proposed by using empirical
likelihood methods. Theory and applications are developed for stationary autoregressive …

Modified empirical likelihood-based confidence intervals for data containing many zero observations

P Stewart, W Ning - Computational Statistics, 2020 - Springer
Data containing many zeroes is popular in statistical applications, such as survey data. A
confidence interval based on the traditional normal approximation may lead to poor …

Extended empirical likelihood for estimating equations

M Tsao, F Wu - Biometrika, 2014 - academic.oup.com
We derive an extended empirical likelihood for parameters defined by estimating equations
which generalizes the original empirical likelihood to the full parameter space. Under mild …

Jackknife empirical likelihood for the error variance in linear models

HL Lin, Z Li, D Wang, Y Zhao - Journal of Nonparametric Statistics, 2017 - Taylor & Francis
Variance estimation is a fundamental yet important problem in statistical modelling. In this
paper, we propose jackknife empirical likelihood (JEL) methods for the error variance in a …

Nonparametric confidence intervals for generalized Lorenz curve using modified empirical likelihood

S Ratnasingam, S Wallace, I Amani, J Romero - Computational Statistics, 2024 - Springer
The Lorenz curve portrays income distribution inequality. In this article, we develop three
modified empirical likelihood (EL) approaches, including adjusted empirical likelihood …

Confidence intervals of mean residual life function in length-biased sampling based on modified empirical likelihood

S Ratnasingam, W Ning - Journal of Biopharmaceutical Statistics, 2023 - Taylor & Francis
The mean residual life (MRL) function is one of the basic parameters of interest in survival
analysis. In this paper, we develop three procedures based on modified versions of …