Extending the scope of empirical likelihood
| dc.creator | Hjort, Nils Lid | |
| dc.creator | McKeague, Ian W. | |
| dc.creator | Van Keilegom, Ingrid | |
| dc.date | 2009-04-20 | |
| dc.date.accessioned | 2026-07-07T13:05:54Z | |
| dc.date.available | 2026-07-07T13:05:54Z | |
| dc.description | This article extends the scope of empirical likelihood methodology in three directions: to allow for plug-in estimates of nuisance parameters in estimating equations, slower than $\sqrt{n}$-rates of convergence, and settings in which there are a relatively large number of estimating equations compared to the sample size. Calibrating empirical likelihood confidence regions with plug-in is sometimes intractable due to the complexity of the asymptotics, so we introduce a bootstrap approximation that can be used in such situations. We provide a range of examples from survival analysis and nonparametric statistics to illustrate the main results. | |
| dc.description | Published in at http://dx.doi.org/10.1214/07-AOS555 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/0904.2949 | |
| dc.identifier | http://arxiv.org/abs/0904.2949 | |
| dc.identifier | Annals of Statistics 2009, Vol. 37, No. 3, 1079-1111 | |
| dc.identifier | doi:10.1214/07-AOS555 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/227640 | |
| dc.subject | Statistics Theory | |
| dc.subject | 62G20, 62F40 (Primary) | |
| dc.title | Extending the scope of empirical likelihood | |
| dc.type | text |