Bounds on coverage probabilities of the empirical likelihood ratio confidence regions

Min Tsao

doi:10.1214/009053604000000337

Bounds on coverage probabilities of the empirical likelihood ratio confidence regions

The Annals of Statistics ◽

10.1214/009053604000000337 ◽

2004 ◽

Vol 32 (3) ◽

pp. 1215-1221 ◽

Cited By ~ 38

Author(s):

Min Tsao

Keyword(s):

Likelihood Ratio ◽

Empirical Likelihood ◽

Confidence Regions ◽

Empirical Likelihood Ratio ◽

Coverage Probabilities

Download Full-text

Empirical Likelihood Ratio Confidence Regions

The Annals of Statistics ◽

10.1214/aos/1176347494 ◽

1990 ◽

Vol 18 (1) ◽

pp. 90-120 ◽

Cited By ~ 924

Author(s):

Art Owen

Keyword(s):

Likelihood Ratio ◽

Empirical Likelihood ◽

Confidence Regions ◽

Empirical Likelihood Ratio

Download Full-text

Empirical likelihood ratio for two-sample compound Poisson process problems

Journal of Statistical Computation and Simulation ◽

10.1080/00949655.2019.1648469 ◽

2019 ◽

Vol 89 (16) ◽

pp. 3035-3045

Author(s):

Conghua Cheng

Keyword(s):

Poisson Process ◽

Likelihood Ratio ◽

Empirical Likelihood ◽

Compound Poisson Process ◽

Compound Poisson ◽

Empirical Likelihood Ratio

Download Full-text

Smoothed weighted empirical likelihood ratio confidence intervals for quantiles

Bernoulli ◽

10.3150/08-bej129 ◽

2008 ◽

Vol 14 (3) ◽

pp. 725-748 ◽

Cited By ~ 1

Author(s):

Jian-Jian Ren

Keyword(s):

Confidence Intervals ◽

Likelihood Ratio ◽

Empirical Likelihood ◽

Empirical Likelihood Ratio

Download Full-text

Empirical likelihood ratio tests for the linear regression model with inequality constraints

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2014.953690 ◽

2016 ◽

Vol 45 (20) ◽

pp. 5933-5945

Author(s):

Li Chen

Keyword(s):

Linear Regression ◽

Regression Model ◽

Likelihood Ratio ◽

Empirical Likelihood ◽

Linear Regression Model ◽

Inequality Constraints ◽

Likelihood Ratio Tests ◽

Empirical Likelihood Ratio

Download Full-text

Evaluating the relative merits of competing models based on empirical likelihood ratio test

Journal of Applied Statistics ◽

10.1080/02664763.2016.1142944 ◽

2016 ◽

Vol 43 (14) ◽

pp. 2595-2607

Author(s):

Yan Fan ◽

Yukun Liu

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Empirical Likelihood ◽

Ratio Test ◽

Empirical Likelihood Ratio ◽

Empirical Likelihood Ratio Test ◽

Competing Models

Download Full-text

Empirical likelihood ratio test with density function constraints

2013 IEEE International Conference on Acoustics, Speech and Signal Processing ◽

10.1109/icassp.2013.6638886 ◽

2013 ◽

Author(s):

Yingxi Liu ◽

Ahmed Tewfik

Keyword(s):

Density Function ◽

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Empirical Likelihood ◽

Ratio Test ◽

Empirical Likelihood Ratio ◽

Empirical Likelihood Ratio Test

Download Full-text

F-distribution calibrated empirical likelihood ratio tests for multiple hypothesis testing

Journal of Nonparametric Statistics ◽

10.1080/10485252.2018.1461867 ◽

2018 ◽

Vol 30 (3) ◽

pp. 662-679

Author(s):

Lei Wang ◽

Dan Yang

Keyword(s):

Hypothesis Testing ◽

Likelihood Ratio ◽

Empirical Likelihood ◽

Multiple Hypothesis Testing ◽

Likelihood Ratio Tests ◽

Empirical Likelihood Ratio ◽

Multiple Hypothesis ◽

F Distribution

Download Full-text

A moment-based empirical likelihood ratio test for exponentiality using the probability integral transformation

Journal of Applied Statistics ◽

10.1080/02664763.2019.1614542 ◽

2019 ◽

Vol 46 (15) ◽

pp. 2786-2803 ◽

Cited By ~ 1

Author(s):

C. S. Marange ◽

Y. Qin

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Empirical Likelihood ◽

Integral Transformation ◽

Ratio Test ◽

Empirical Likelihood Ratio ◽

Probability Integral Transformation ◽

Empirical Likelihood Ratio Test ◽

Probability Integral ◽

Test For Exponentiality

Download Full-text

Empirical likelihood ratio for two-sample compound Poisson processes under infinite second moment

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2020.1801741 ◽

2020 ◽

pp. 1-12

Author(s):

Conghua Cheng

Keyword(s):

Likelihood Ratio ◽

Empirical Likelihood ◽

Poisson Processes ◽

Compound Poisson ◽

Empirical Likelihood Ratio ◽

Second Moment ◽

Compound Poisson Processes

Download Full-text

Empirical Likelihood Ratio Tests of Conditional Moment Restrictions With Unknown Functions

Journal of Business and Economic Statistics ◽

10.1080/07350015.2019.1647845 ◽

2019 ◽

Vol 39 (1) ◽

pp. 282-293

Author(s):

Jing Tao

Keyword(s):

Likelihood Ratio ◽

Empirical Likelihood ◽

Likelihood Ratio Tests ◽

Conditional Moment ◽

Empirical Likelihood Ratio ◽

Moment Restrictions

Download Full-text