Extending the scope of empirical likelihood

Hjort, Nils Lid;McKeague, Ian W.;Van Keilegom, Ingrid
(2004) , 33 pages

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Authors
  • Hjort, Nils LidUniversity of Oslo
    Author
  • McKeague, Ian W.Florida State University
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  • Van Keilegom, IngridUCLouvain
    Author
Abstract
This paper extends the scope of empirical likelihood methodology in three directions: to allow for plug-in estimates of nuisance parameters in estimating equations, slower than √n-rates of convergence, and settings in which there are a relatively large number of estimating equations compared to the sample size.Calibrating empirical likelihood confidence regions with plug-in is sometimes intractable due to the complexity of the asymptotics, so we introduce a bootstrap approximation that can be used in such situations. We provide a range of examples from survival analysis and nonparametric statistics to illustrate the main results
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Hjort, N. L., McKeague, I. W., & Van Keilegom, I. (2004). Extending the scope of empirical likelihood (STAT Discussion Papers 0414). https://hdl.handle.net/2078.5/35523