Jackknife empirical likelihood method for some risk measures and related quantities

2012 ◽  
Vol 51 (1) ◽  
pp. 142-150 ◽  
Author(s):  
Liang Peng ◽  
Yongcheng Qi ◽  
Ruodu Wang ◽  
Jingping Yang
Keyword(s):  
Empirical Likelihood ◽  
Risk Measures ◽  
Likelihood Method ◽  
Empirical Likelihood Method ◽  
Jackknife Empirical Likelihood

Jackknife empirical likelihood method for copulas

Test ◽  
2011 ◽  
Vol 21 (1) ◽  
pp. 74-92 ◽  
Author(s):  
Liang Peng ◽  
Yongcheng Qi ◽  
Ingrid Van Keilegom
Keyword(s):  
Empirical Likelihood ◽  
Likelihood Method ◽  
Empirical Likelihood Method ◽  
Jackknife Empirical Likelihood

Empirical Likelihood Testing for Longitudinal Varying Coefficient Models

2014 ◽  
Vol 518 ◽  
pp. 356-360
Author(s):  
Chang Qing Liu
Keyword(s):  
Data Analysis ◽  
Empirical Likelihood ◽  
Real Data ◽  
Likelihood Method ◽  
Varying Coefficient Models ◽  
Empirical Likelihood Method ◽  
Real Data Analysis ◽  
Varying Coefficient ◽  
Testing Method

By using the empirical likelihood method, a testing method is proposed for longitudinal varying coefficient models. Some simulations and a real data analysis are undertaken to investigate the power of the empirical likelihood based testing method.

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