Some Contributions to the Empirical Likelihood Method

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ISBN 13 :
Total Pages : 304 pages
Book Rating : 4.:/5 (627 download)

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Book Synopsis Some Contributions to the Empirical Likelihood Method by : Min Chen

Download or read book Some Contributions to the Empirical Likelihood Method written by Min Chen and published by . This book was released on 2005 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Some Contributions to Bootstrap and Empirical Likelihood Methods to Some Non I.I.D. Models

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ISBN 13 :
Total Pages : 292 pages
Book Rating : 4.:/5 (74 download)

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Book Synopsis Some Contributions to Bootstrap and Empirical Likelihood Methods to Some Non I.I.D. Models by : Thuan Quoc Thach

Download or read book Some Contributions to Bootstrap and Empirical Likelihood Methods to Some Non I.I.D. Models written by Thuan Quoc Thach and published by . This book was released on 1998 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Empirical Likelihood

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Publisher : CRC Press
ISBN 13 : 1420036157
Total Pages : 322 pages
Book Rating : 4.4/5 (2 download)

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Book Synopsis Empirical Likelihood by : Art B. Owen

Download or read book Empirical Likelihood written by Art B. Owen and published by CRC Press. This book was released on 2001-05-18 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: Empirical likelihood provides inferences whose validity does not depend on specifying a parametric model for the data. Because it uses a likelihood, the method has certain inherent advantages over resampling methods: it uses the data to determine the shape of the confidence regions, and it makes it easy to combined data from multiple sources. It al

Some Contributions to Bootstrap and Empirical Likelihood Methods to Some Non-I.I.D. Models

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (654 download)

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Book Synopsis Some Contributions to Bootstrap and Empirical Likelihood Methods to Some Non-I.I.D. Models by :

Download or read book Some Contributions to Bootstrap and Empirical Likelihood Methods to Some Non-I.I.D. Models written by and published by . This book was released on 1998 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Empirical Likelihood Method in Survival Analysis

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Publisher : CRC Press
ISBN 13 : 1466554932
Total Pages : 221 pages
Book Rating : 4.4/5 (665 download)

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Book Synopsis Empirical Likelihood Method in Survival Analysis by : Mai Zhou

Download or read book Empirical Likelihood Method in Survival Analysis written by Mai Zhou and published by CRC Press. This book was released on 2015-06-17 with total page 221 pages. Available in PDF, EPUB and Kindle. Book excerpt: Empirical Likelihood Method in Survival Analysis explains how to use the empirical likelihood method for right censored survival data. The author uses R for calculating empirical likelihood and includes many worked out examples with the associated R code. The datasets and code are available for download on his website and CRAN. The book focuses on all the standard survival analysis topics treated with empirical likelihood, including hazard functions, cumulative distribution functions, analysis of the Cox model, and computation of empirical likelihood for censored data. It also covers semi-parametric accelerated failure time models, the optimality of confidence regions derived from empirical likelihood or plug-in empirical likelihood ratio tests, and several empirical likelihood confidence band results. While survival analysis is a classic area of statistical study, the empirical likelihood methodology has only recently been developed. Until now, just one book was available on empirical likelihood and most statistical software did not include empirical likelihood procedures. Addressing this shortfall, this book provides the functions to calculate the empirical likelihood ratio in survival analysis as well as functions related to the empirical likelihood analysis of the Cox regression model and other hazard regression models.

Some Results about Empirical Likelihood Method

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ISBN 13 :
Total Pages : 358 pages
Book Rating : 4.:/5 (492 download)

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Book Synopsis Some Results about Empirical Likelihood Method by : Zhong Guan

Download or read book Some Results about Empirical Likelihood Method written by Zhong Guan and published by . This book was released on 2001 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Some Contributions to the Censored Empirical Likelihood with Hazard-type Constraints

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (751 download)

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Book Synopsis Some Contributions to the Censored Empirical Likelihood with Hazard-type Constraints by : Yanling Hu

Download or read book Some Contributions to the Censored Empirical Likelihood with Hazard-type Constraints written by Yanling Hu and published by . This book was released on 2011 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Empirical Likelihood Method

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ISBN 13 :
Total Pages : 352 pages
Book Rating : 4.:/5 (222 download)

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Book Synopsis Empirical Likelihood Method by : Sung-hsi Chʻen

Download or read book Empirical Likelihood Method written by Sung-hsi Chʻen and published by . This book was released on 1992 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Empirical Likelihood Methods in Biomedicine and Health

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Publisher : CRC Press
ISBN 13 : 1351001515
Total Pages : 300 pages
Book Rating : 4.3/5 (51 download)

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Book Synopsis Empirical Likelihood Methods in Biomedicine and Health by : Albert Vexler

Download or read book Empirical Likelihood Methods in Biomedicine and Health written by Albert Vexler and published by CRC Press. This book was released on 2018-09-03 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: Empirical Likelihood Methods in Biomedicine and Health provides a compendium of nonparametric likelihood statistical techniques in the perspective of health research applications. It includes detailed descriptions of the theoretical underpinnings of recently developed empirical likelihood-based methods. The emphasis throughout is on the application of the methods to the health sciences, with worked examples using real data. Provides a systematic overview of novel empirical likelihood techniques. Presents a good balance of theory, methods, and applications. Features detailed worked examples to illustrate the application of the methods. Includes R code for implementation. The book material is attractive and easily understandable to scientists who are new to the research area and may attract statisticians interested in learning more about advanced nonparametric topics including various modern empirical likelihood methods. The book can be used by graduate students majoring in biostatistics, or in a related field, particularly for those who are interested in nonparametric methods with direct applications in Biomedicine.

The Extended Empirical Likelihood

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (91 download)

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Book Synopsis The Extended Empirical Likelihood by : Fan Wu

Download or read book The Extended Empirical Likelihood written by Fan Wu and published by . This book was released on 2015 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The empirical likelihood method introduced by Owen (1988, 1990) is a powerful nonparametric method for statistical inference. It has been one of the most researched methods in statistics in the last twenty-five years and remains to be a very active area of research today. There is now a large body of literature on empirical likelihood method which covers its applications in many areas of statistics (Owen, 2001). One important problem affecting the empirical likelihood method is its poor accuracy, especially for small sample and/or high-dimension applications. The poor accuracy can be alleviated by using high-order empirical likelihood methods such as the Bartlett corrected empirical likelihood but it cannot be completely resolved by high-order asymptotic methods alone. Since the work of Tsao (2004), the impact of the convex hull constraint in the formulation of the empirical likelihood on the finite sample accuracy has been better understood, and methods have been developed to break this constraint in order to improve the accuracy.

Empirical Likelihood Method for Time Series Analysis

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ISBN 13 :
Total Pages : 80 pages
Book Rating : 4.:/5 (836 download)

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Book Synopsis Empirical Likelihood Method for Time Series Analysis by : 小方浩明

Download or read book Empirical Likelihood Method for Time Series Analysis written by 小方浩明 and published by . This book was released on 2007 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Recent Developments in Empirical Likelihood and Related Methods

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (13 download)

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Book Synopsis Recent Developments in Empirical Likelihood and Related Methods by : Paulo Parente

Download or read book Recent Developments in Empirical Likelihood and Related Methods written by Paulo Parente and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This article reviews a number of recent contributions to estimation and inference for models defined by moment condition restrictions. The particular emphasis is on the generalized empirical likelihood class of estimators as an alternative to the generalized method of moments. Estimation methods for parameters defined through moment restrictions and their properties are described with tests of overidentifying moment restrictions and parametric hypotheses. Computational issues are discussed together with some proposals for their amelioration. Higher-order and other properties are also addressed in some detail. Models specified by conditional moment restriction models are considered, and the adaptation of these methods to weakly dependent data is discussed.

Empirical Likelihood and Extremes

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (81 download)

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Book Synopsis Empirical Likelihood and Extremes by : Yun Gong

Download or read book Empirical Likelihood and Extremes written by Yun Gong and published by . This book was released on 2012 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: In 1988, Owen introduced empirical likelihood as a nonparametric method for constructing confidence intervals and regions. Since then, empirical likelihood has been studied extensively in the literature due to its generality and effectiveness. It is well known that empirical likelihood has several attractive advantages comparing to its competitors such as bootstrap: determining the shape of confidence regions automatically using only the data; straightforwardly incorporating side information expressed through constraints; being Bartlett correctable. The main part of this thesis extends the empirical likelihood method to several interesting and important statistical inference situations. This thesis has four components. The first component (Chapter II) proposes a smoothed jackknife empirical likelihood method to construct confidence intervals for the receiver operating characteristic (ROC) curve in order to overcome the computational difficulty when we have nonlinear constrains in the maximization problem. The second component (Chapter III and IV) proposes smoothed empirical likelihood methods to obtain interval estimation for the conditional Value-at-Risk with the volatility model being an ARCH/GARCH model and a nonparametric regression respectively, which have applications in financial risk management. The third component(Chapter V) derives the empirical likelihood for the intermediate quantiles, which plays an important role in the statistics of extremes. Finally, the fourth component (Chapter VI and VII) presents two additional results: in Chapter VI, we present an interesting result by showing that, when the third moment is infinity, we may prefer the Student's t-statistic to the sample mean standardized by the true standard deviation; in Chapter VII, we present a method for testing a subset of parameters for a given parametric model of stationary processes.

The Two-sample Empirical Likelihood Method

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ISBN 13 :
Total Pages : 6 pages
Book Rating : 4.:/5 (221 download)

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Book Synopsis The Two-sample Empirical Likelihood Method by : Bing-Yi Jing

Download or read book The Two-sample Empirical Likelihood Method written by Bing-Yi Jing and published by . This book was released on 1993 with total page 6 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Empirical Likelihood Ratio Method when Additional Information is Known

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ISBN 13 :
Total Pages : 266 pages
Book Rating : 4.:/5 (532 download)

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Book Synopsis Empirical Likelihood Ratio Method when Additional Information is Known by : Kyoungmi Kim

Download or read book Empirical Likelihood Ratio Method when Additional Information is Known written by Kyoungmi Kim and published by . This book was released on 2003 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Empirical Likelihood Methods in Nonignorable Covariate-missing Data Problems

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ISBN 13 :
Total Pages : 125 pages
Book Rating : 4.:/5 (125 download)

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Book Synopsis Empirical Likelihood Methods in Nonignorable Covariate-missing Data Problems by : Yanmei Xie

Download or read book Empirical Likelihood Methods in Nonignorable Covariate-missing Data Problems written by Yanmei Xie and published by . This book was released on 2019 with total page 125 pages. Available in PDF, EPUB and Kindle. Book excerpt: Missing covariate data occurs often in regression analysis, which frequently arises in the health and social sciences as well as in survey sampling. This dissertation contains three topics in nonignorable covariate-missing data problems, in which we study methods for the analysis of a nonignorable covariate-missing data problem in an assumed conditional mean function when some covariates are completely observed but other covariates are missing for some subjects. First, by exploitation of a probability model of missingness and a working conditional score model from a semiparametric perspective, we propose a unified approach to constructing a system of unbiased estimating equations, where there are more equations than unknown parameters of interest. These unbiased estimating equations naturally incorporate the incomplete data into the data analysis, making it possible to seek efficient estimation of the parameter of interest even when the working regression function is not specified to be the optimal regression function. Based on the proposed estimating equations, we introduce three maximum empirical likelihood estimators of the underlying regression parameters and compare their efficiencies with other existing competitors. By utilizing the proposed empirical likelihood method on a data set from the US National Health and Nutrition Examination Survey (NHANES), we study the effect of daily alcohol consumption on hypertension. Second, we explore unconstrained and constrained empirical likelihood ratio statistics to construct empirical likelihood confidence regions for the underlying regression parameters without and with constraints. We establish the asymptotic distributions of the proposed empirical likelihood ratio statistics. The proposed empirical likelihood methods have a better finite-sample performance than other existing competitors in terms of coverage probability and interval length. An analysis on the data set from the US NHANES demonstrates that increased alcohol consumption per day is significantly associated with increased systolic blood pressure. In addition, higher body mass index and older age have a significantly higher risk of hypertension. Third, we propose a pseudo empirical likelihood ratio statistic, yet it is demonstrated following an asymptotically chi-squared distribution. Our proposed method allows for confidence interval construction without variance estimation and thus is more computationally feasible. Simulation results suggest that the proposed empirical likelihood confidence interval has a better finite-sample performance than the corresponding Wald-based competitor in terms of coverage probability and interval length. Moreover, the proposed empirical likelihood ratio test is always superior to the Wald method in terms of their power performances in our simulation studies.

Random Walk, Sequential Analysis and Related Topics

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Publisher : World Scientific Publishing Company
ISBN 13 :
Total Pages : 416 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Random Walk, Sequential Analysis and Related Topics by : Agnes Chao Hsiung

Download or read book Random Walk, Sequential Analysis and Related Topics written by Agnes Chao Hsiung and published by World Scientific Publishing Company. This book was released on 2006 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: Features a collection of papers of Yuan-Shih Chow, whose influential work in probability and mathematical statistics has contributed greatly to mathematics education and the development of statistics research and application in Taiwan and mainland China. These 22 papers cover a range of problems.