The Extended Empirical Likelihood
Author | : Fan Wu |
Publisher | : |
Total Pages | : |
Release | : 2015 |
ISBN-10 | : OCLC:910550762 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
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.