Empirical Likelihood

Empirical Likelihood
Author :
Publisher : CRC Press
Total Pages : 322
Release :
ISBN-10 : 9781420036152
ISBN-13 : 1420036157
Rating : 4/5 (157 Downloads)

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


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Key words: Bootstrap, confidence interval, Cox model, doubly censored data, empirical likelihood function, goodness-of-fit test, maximum likelihood, partly inte