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Full-Text Articles in Applied Statistics
Empirical Likelihood And Differentiable Functionals, Zhiyuan Shen
Empirical Likelihood And Differentiable Functionals, Zhiyuan Shen
Theses and Dissertations--Statistics
Empirical likelihood (EL) is a recently developed nonparametric method of statistical inference. It has been shown by Owen (1988,1990) and many others that empirical likelihood ratio (ELR) method can be used to produce nice confidence intervals or regions. Owen (1988) shows that -2logELR converges to a chi-square distribution with one degree of freedom subject to a linear statistical functional in terms of distribution functions. However, a generalization of Owen's result to the right censored data setting is difficult since no explicit maximization can be obtained under constraint in terms of distribution functions. Pan and Zhou (2002), instead, study the …