On Bartlett correction of empirical likelihood for regularly spaced spatial data

2019 ◽  
Vol 47 (3) ◽  
pp. 455-472
Author(s):  
Kun Chen ◽  
Ngai H. Chan ◽  
Man Wang ◽  
Chun Y. Yau
Keyword(s):  
Empirical Likelihood ◽  
Spatial Data ◽  
Bartlett Correction

Bartlett Correction of Empirical Likelihood for Non-Gaussian Short-Memory Time Series

2016 ◽  
Vol 37 (5) ◽  
pp. 624-649 ◽  
Author(s):  
Kun Chen ◽  
Ngai Hang Chan ◽  
Chun Yip Yau
Keyword(s):  
Time Series ◽  
Empirical Likelihood ◽  
Bartlett Correction ◽  
Memory Time ◽  
Short Memory ◽  
Non Gaussian

On empirical likelihood methods for irregularly located spatial data

2014 ◽  
Author(s):  
Matthew Van Hala
Keyword(s):  
Empirical Likelihood ◽  
Spatial Data ◽  
Likelihood Methods

On the non-standard distribution of empirical likelihood estimators with spatial data

2017 ◽  
Vol 187 ◽  
pp. 109-114
Author(s):  
Matthew Van Hala ◽  
Soutir Bandyopadhyay ◽  
Soumendra N. Lahiri ◽  
Daniel J. Nordman
Keyword(s):  
Empirical Likelihood ◽  
Spatial Data ◽  
Standard Distribution

scholarly journals On the Bartlett correction of empirical likelihood for Gaussian long-memory time series

2014 ◽  
Vol 8 (1) ◽  
Author(s):  
Ngai Hang Chan ◽  
Kun Chen ◽  
Chun Yip Yau
Keyword(s):  
Time Series ◽  
Empirical Likelihood ◽  
Long Memory ◽  
Bartlett Correction ◽  
Memory Time

scholarly journals SECOND-ORDER REFINEMENT OF EMPIRICAL LIKELIHOOD FOR TESTING OVERIDENTIFYING RESTRICTIONS

2012 ◽  
Vol 29 (2) ◽  
pp. 324-353 ◽  
Author(s):  
Yukitoshi Matsushita ◽  
Taisuke Otsu
Keyword(s):  
Hypothesis Testing ◽  
Empirical Likelihood ◽  
Second Order ◽  
Moment Condition ◽  
Simulation Studies ◽  
Bartlett Correction ◽  
Order Analysis ◽  
Adjusted Empirical Likelihood ◽  
The One

This paper studies second-order properties of the empirical likelihood overidentifying restriction test to check the validity of moment condition models. We show that the empirical likelihood test is Bartlett correctable and suggest second-order refinement methods for the test based on the empirical Bartlett correction and adjusted empirical likelihood. Our second-order analysis supplements the one in Chen and Cui (2007, Journal of Econometrics141, 492–516) who considered parameter hypothesis testing for overidentified models. In simulation studies we find that the empirical Bartlett correction and adjusted empirical likelihood assisted by bootstrapping provide reasonable improvements for the properties of the null rejection probabilities.

scholarly journals A frequency domain empirical likelihood method for irregularly spaced spatial data

2015 ◽  
Vol 43 (2) ◽  
pp. 519-545 ◽  
Author(s):  
Soutir Bandyopadhyay ◽  
Soumendra N. Lahiri ◽  
Daniel J. Nordman
Keyword(s):  
Frequency Domain ◽  
Empirical Likelihood ◽  
Spatial Data ◽  
Likelihood Method ◽  
Empirical Likelihood Method

On Bartlett correction of empirical likelihood in the presence of nuisance parameters

Biometrika ◽  
2006 ◽  
Vol 93 (1) ◽  
pp. 215-220 ◽  
Author(s):  
Song Xi Chen ◽  
Hengjian Cui
Keyword(s):  
Empirical Likelihood ◽  
Nuisance Parameters ◽  
Bartlett Correction

A Two-Tier Spatial Index for Non-flat Spatial Data Broadcasting on Air

2014 ◽  
Vol E97.B (12) ◽  
pp. 2809-2818 ◽  
Author(s):  
SeokJin IM ◽  
HeeJoung HWANG
Keyword(s):  
Spatial Data ◽  
Spatial Index ◽  
Data Broadcasting
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