Empirical likelihood for generalized linear models

ED Kolaczyk - Statistica Sinica, 1994 - JSTOR
We show that empirical likelihood is justified as a method of inference for a class of models
much larger than the class of linear models considered by Owen (1991). In particular, we …

An extended empirical likelihood for generalized linear models

S Xi Chen, H Cui - Statistica Sinica, 2003 - JSTOR
The paper considers improving the efficiency of parameter estimation of the quasi-likelihood
in generalized linear models. The improvement is offered by employing the empirical …

Empirical likelihood for partially linear models

J Shi, TS Lau - Journal of Multivariate Analysis, 2000 - Elsevier
In this paper, we consider the application of the empirical likelihood method to partially
linear model. Unlike the usual cases, we first propose an approximation to the residual of the …

Nonparametric quasi-likelihood

JM Chiou, HG Müller - The Annals of Statistics, 1999 - projecteuclid.org
The quasi-likelihood function proposed by Wedderburn broadened the scope of generalized
linear models by specifying the variance function in-stead of the entire distribution. However …

Empirical likelihood for linear models

A Owen - The Annals of Statistics, 1991 - JSTOR
Empirical likelihood is a nonparametric method of inference. It has sampling properties
similar to the bootstrap, but where the bootstrap uses resampling, it profiles a multinomial …

Generalized linear models with varying dispersion

GK Smyth - Journal of the Royal Statistical Society: Series B …, 1989 - Wiley Online Library
Generalized linear models are further generalized to include a linear predictor for the
dispersion as well as for the mean. It is shown how the convenient structure of generalized …

Improved likelihood ratio statistics for generalized linear models

GM Cordeiro - Journal of the Royal Statistical Society: Series B …, 1983 - Wiley Online Library
Improved Likelihood Ratio Statistics for Generalized Linear Models Page 1 JR Statist. Soc. B
(1983), 45,No. 3,pp. 404-413 Improved Likelihood Ratio Statistics for Generalized Linear …

Empirical likelihood on the full parameter space

M Tsao, F Wu - 2013 - projecteuclid.org
We extend the empirical likelihood of Owen [Ann. Statist. 18 (1990) 90–120] by partitioning
its domain into the collection of its contours and mapping the contours through a continuous …

Empirical likelihood methods with weakly dependent processes

Y Kitamura - The Annals of Statistics, 1997 - projecteuclid.org
This paper studies the method of empirical likelihood in models with weakly dependent
processes. In such cases, if the likelihood function is formulated as if the data process were …

[图书][B] Empirical likelihood

AB Owen - 2001 - taylorfrancis.com
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 …