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This paper considers the maximum generalized empirical likelihood (GEL) estimation and inference on parameters identified by high dimensional moment restrictions with weakly dependent data when the di...
We study a marginal empirical likelihood approach in scenarios when the num-ber of variables grows exponentially with the sample size. The marginal empirical likelihood ratios as functions of the para...
Quantifying risks is of importance in insurance. In this paper, we employ the jackknife empirical likelihood method to construct confidence intervals for some risk measures and related quantities stud...
This paper considers the maximum generalized empirical likelihood (GEL) estimation and inference on parameters identified by high dimensional moment restrictions with weakly dependent data when the di...
We study a marginal empirical likelihood approach in scenarios when the num-ber of variables grows exponentially with the sample size. The marginal empirical likelihood ratios as functions of the para...
For fitting a parametric copula to multivariate data, a popular way is to employ the so-called pseudo maximum likelihood estimation proposed by Genest, Ghoudi and Rivest (1995). Although interval esti...
Empirical likelihood is a powerful semi-parametric method increasingly investigated in the literature. However, most authors essentially focus on an i.i.d. setting. In the case of dependent data, the ...
Empirical likelihood is a powerful semi-parametric method increasingly investigated in the literature. However, most authors essentially focus on an i.i.d. setting. In the case of dependent data, the ...
Empirical likelihood is a popular nonparametric or semi-parametric statistical method with many nice statistical properties. Yet when the sample size is small, or the dimension of the accompanying est...
We introduce estimation and test procedures through divergence minimization for models satisfying linear constraints with unknown parameter. These procedures extend the em- pirical likelihood (EL) m...
In this article, we investigate the empirical likelihood method for the additive risk model when the failure times are subject to left-truncation and right-censoring, An empuical likelihood ratio f...
Recently, regression model for the long-term survival probabilities of patients was proposed, and a semiparametric inference procedure was developed based on missing information principle. In this p...
Consider a random vector $(X,Y)$ and let $m(x)=E(Y|X=x)$. We are interested in testing $H_0 : m in {cal M}_{Theta,{cal G}} = {gamma(cdot,theta,g) : theta in Theta, g in {cal G}}$ for some known functi...
We consider an empirical likelihood inference for parameters defined by general estimating equations when some components of the random observations are subject to missingness. As the nature of the ...
Nonresponse is common in surveys. When the response probability of a survey variable Y depends on Y through an observed auxiliary categorical variable Z (i.e., the response probability of Y is cond...

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