Extending the scope of empirical likelihood
Open Access
- 1 June 2009
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 37 (3), 1079-1111
- https://doi.org/10.1214/07-aos555
Abstract
This article extends the scope of empirical likelihood methodology in three directions: to allow for plug-in estimates of nuisance parameters in estimating equations, slower than -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.Keywords
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