메뉴 건너뛰기




Volumn 10, Issue 2, 2000, Pages 545-557

Empirical exponential family likelihood using several moment conditions

Author keywords

Empirical exponential family; Empirical likelihood; Estimating equation; Least favorable family; Nonparametric likelihood; Nuisance parameter

Indexed keywords


EID: 0034378721     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (11)

References (18)
  • 1
    • 0000501656 scopus 로고
    • Information theory and an extension of the likelihood principle
    • Edited by B. N. Petrov and F. Csáki, Akadémiai Kiado, Budapest
    • Akaike, H. (1973). Information theory and an extension of the likelihood principle. In Proc. 2nd Inter. Symp. Inform. Theory (Edited by B. N. Petrov and F. Csáki), 267-281. Akadémiai Kiado, Budapest.
    • (1973) Proc. 2nd Inter. Symp. Inform. Theory , pp. 267-281
    • Akaike, H.1
  • 2
    • 0002468753 scopus 로고
    • Prediction and entropy
    • (Edited by A. C. Atkinson and S. E. Fienberg). Springer-Verlag, New York
    • Akaike, H. (1985). Prediction and entropy. In A Celebration of Statistics - the ISI Centenary Volume (Edited by A. C. Atkinson and S. E. Fienberg). Springer-Verlag, New York.
    • (1985) A Celebration of Statistics - The ISI Centenary Volume
    • Akaike, H.1
  • 5
    • 0000143319 scopus 로고
    • Empirical likelihood is Bartlett-correctable
    • DiCiccio, T. J., Hall, P. and Romano, J. P. (1991) Empirical likelihood is Bartlett-correctable. Ann. Statist. 19, 1053-1061.
    • (1991) Ann. Statist. , vol.19 , pp. 1053-1061
    • DiCiccio, T.J.1    Hall, P.2    Romano, J.P.3
  • 6
    • 0001535101 scopus 로고
    • On adjustments based on the signed root of the empirical likelihood ratio statistic
    • DiCiccio, T. J. and Romano, J. P. (1989). On adjustments based on the signed root of the empirical likelihood ratio statistic. Biometrika 76, 447-456.
    • (1989) Biometrika , vol.76 , pp. 447-456
    • DiCiccio, T.J.1    Romano, J.P.2
  • 7
    • 0002508638 scopus 로고
    • Nonparametric confidence limits by resampling methods and least favorable families
    • DiCiccio, T. J. and Romano, J. P. (1990). Nonparametric confidence limits by resampling methods and least favorable families. Internat. Statist. Rev. 58, 59-76.
    • (1990) Internat. Statist. Rev. , vol.58 , pp. 59-76
    • DiCiccio, T.J.1    Romano, J.P.2
  • 8
    • 84988052077 scopus 로고
    • Nonparametric standard errors and confidence intervals
    • Efron, B. (1981). Nonparametric standard errors and confidence intervals (with Discussion). Canad. J. Statist. 9, 139-172.
    • (1981) Canad. J. Statist. , vol.9 , pp. 139-172
    • Efron, B.1
  • 10
    • 0030548471 scopus 로고    scopus 로고
    • Exponential empirical likelihood is not Bartlett correctable
    • Jing, B.-Y. and Wood, A. T. A. (1996) Exponential empirical likelihood is not Bartlett correctable. Ann. Statist. 24, 365-369.
    • (1996) Ann. Statist. , vol.24 , pp. 365-369
    • Jing, B.-Y.1    Wood, A.T.A.2
  • 11
    • 0003167173 scopus 로고
    • Robust properties of the likelihood ratio test
    • Kent, J. T. (1982). Robust properties of the likelihood ratio test. Biometrika 69, 19-27.
    • (1982) Biometrika , vol.69 , pp. 19-27
    • Kent, J.T.1
  • 13
    • 0000060427 scopus 로고
    • Empirical likelihood ratio confidence intervals for a single functional
    • Owen, A. B. (1988). Empirical likelihood ratio confidence intervals for a single functional. Biometrika 75, 237-49.
    • (1988) Biometrika , vol.75 , pp. 237-249
    • Owen, A.B.1
  • 14
    • 0002552463 scopus 로고
    • Empirical likelihood confidence regions
    • Owen, A. B. (1990). Empirical likelihood confidence regions. Ann. Statist. 18, 90-120.
    • (1990) Ann. Statist. , vol.18 , pp. 90-120
    • Owen, A.B.1
  • 15
    • 0001085733 scopus 로고
    • Empirical likelihood for linear models
    • Owen, A. B. (1991). Empirical likelihood for linear models. Ann. Statist. 19, 1725-1747.
    • (1991) Ann. Statist. , vol.19 , pp. 1725-1747
    • Owen, A.B.1
  • 16
    • 0347609095 scopus 로고
    • Empirical likelihood and general estimating equations
    • Qin, J. and Lawless, J. F. (1994). Empirical likelihood and general estimating equations. Ann. Statist. 22, 300-325.
    • (1994) Ann. Statist. , vol.22 , pp. 300-325
    • Qin, J.1    Lawless, J.F.2
  • 17
    • 0000826517 scopus 로고
    • Efficient nonparametric testing and estimation
    • (Edited by J. Neyman) University of California Press, Berkeley, CA
    • Stein, C. (1956). Efficient nonparametric testing and estimation. In Proc. 3rd Berkeley Symp. Math. Statist. Probab. (Edited by J. Neyman) 1, 187-196. University of California Press, Berkeley, CA.
    • (1956) Proc. 3rd Berkeley Symp. Math. Statist. Probab. , vol.1 , pp. 187-196
    • Stein, C.1
  • 18
    • 0002644952 scopus 로고
    • Maximum likelihood estimation of misspecified models
    • White, H. (1982). Maximum likelihood estimation of misspecified models. Econometrica 50, 1-25.
    • (1982) Econometrica , vol.50 , pp. 1-25
    • White, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.