The empty set and zero likelihood problems in maximum empirical likelihood estimation

Electronic Journal of Statistics ◽

10.1214/12-ejs750 ◽

2012 ◽

Vol 6 (0) ◽

pp. 2356-2361 ◽

Author(s):

Wicher Bergsma ◽

Marcel Croon ◽

L. Andries van der Ark

Keyword(s):

Empirical Likelihood ◽

Likelihood Estimation ◽

Maximum Empirical Likelihood Estimation

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Maximum empirical likelihood estimation and related topics

Electronic Journal of Statistics ◽

10.1214/18-ejs1471 ◽

2018 ◽

Vol 12 (2) ◽

pp. 2962-2994

Author(s):

Hanxiang Peng ◽

Anton Schick

Keyword(s):

Empirical Likelihood ◽

Likelihood Estimation ◽

Maximum Empirical Likelihood Estimation

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Maximum empirical likelihood estimation of time delay in independently and identically distributed noise

IET Signal Processing ◽

10.1049/iet-spr.2013.0268 ◽

2014 ◽

Vol 8 (7) ◽

pp. 720-728 ◽

Author(s):

Gustavo K. Rohde ◽

Frank Bucholtz ◽

Jonathan M. Nichols

Keyword(s):

Empirical Likelihood ◽

Likelihood Estimation ◽

Maximum Empirical Likelihood Estimation ◽

Estimation Of Time

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Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution

The Annals of Statistics ◽

10.1214/08-aos677 ◽

2009 ◽

Vol 37 (5B) ◽

pp. 2953-2989 ◽

Author(s):

John H. J. Einmahl ◽

Johan Segers

Keyword(s):

Empirical Likelihood ◽

Spectral Measure ◽

Extreme Value Distribution ◽

Likelihood Estimation ◽

Extreme Value ◽

Value Distribution ◽

Maximum Empirical Likelihood Estimation

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Maximum Empirical Likelihood Estimation In A Heteroscedastic Linear Regression ModelWith Possibly Missing Responses

Sri Lankan Journal of Applied Statistics ◽

10.4038/sljastats.v5i4.7791 ◽

2014 ◽

Vol 5 (4) ◽

pp. 209

Author(s):

Anton Schick ◽

Yilin Zhu

Keyword(s):

Linear Regression ◽

Empirical Likelihood ◽

Likelihood Estimation ◽

Missing Responses ◽

Maximum Empirical Likelihood Estimation

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Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution

SSRN Electronic Journal ◽

10.2139/ssrn.1137520 ◽

2008 ◽

Author(s):

John H. J. Einmahl ◽

Johan Segers

Keyword(s):

Empirical Likelihood ◽

Spectral Measure ◽

Extreme Value Distribution ◽

Likelihood Estimation ◽

Extreme Value ◽

Value Distribution ◽

Maximum Empirical Likelihood Estimation

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Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions

Mathematics and Computers in Simulation ◽

10.1016/j.matcom.2008.01.007 ◽

2008 ◽

Vol 78 (2-3) ◽

pp. 341-350 ◽

Author(s):

Qingfeng Liu ◽

Yoshihiko Nishiyama

Keyword(s):

Empirical Likelihood ◽

Continuous Time ◽

Likelihood Estimation ◽

Characteristic Functions ◽

Maximum Empirical Likelihood Estimation ◽

Continuous Time Models

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Empirical likelihood estimation for linear regression models with AR(p) error terms with numerical examples

Journal of Applied Statistics ◽

10.1080/02664763.2021.1899142 ◽

2021 ◽

pp. 1-16

Author(s):

Şenay Özdemir ◽

Yeşim Güney ◽

Yetkin Tuaç ◽

Olcay Arslan

Keyword(s):

Linear Regression ◽

Empirical Likelihood ◽

Regression Models ◽

Likelihood Estimation ◽

Linear Regression Models ◽

Numerical Examples ◽

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Empirical Likelihood Estimation of Value-at-Risk and Expected Shortfall With Moment Constraints

SSRN Electronic Journal ◽

10.2139/ssrn.3752243 ◽

2020 ◽

Author(s):

Oliver B. Linton ◽

Xiaolu Zhao

Keyword(s):

At Risk ◽

Empirical Likelihood ◽

Value At Risk ◽

Likelihood Estimation ◽

Expected Shortfall

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EMPIRICAL LIKELIHOOD ESTIMATION BASED ON SIMULATED MOMENT CONDITIONS

Journal of Mathematics and Statistics ◽

10.3844/jmssp.2014.111.116 ◽

2014 ◽

Vol 10 (2) ◽

pp. 111-116

Author(s):

Wang

Keyword(s):

Empirical Likelihood ◽

Likelihood Estimation ◽

Moment Conditions

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Population empirical likelihood estimation in dual frame surveys

Statistical Papers ◽

10.1007/s00362-020-01200-5 ◽

2020 ◽

Author(s):

Maria del Mar Rueda ◽

Maria Giovanna Ranalli ◽

Antonio Arcos ◽

David Molina

Keyword(s):

Empirical Likelihood ◽

Likelihood Estimation ◽

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