Empirical likelihood based tests for stochastic ordering under right censorship

Electronic Journal of Statistics ◽

10.1214/16-ejs1180 ◽

2016 ◽

Vol 10 (2) ◽

pp. 2511-2536 ◽

Author(s):

Hsin-wen Chang ◽

Ian W. McKeague

Keyword(s):

Empirical Likelihood ◽

Stochastic Ordering ◽

Right Censorship

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Empirical likelihood-based tests for stochastic ordering

Bernoulli ◽

10.3150/11-bej393 ◽

2013 ◽

Vol 19 (1) ◽

pp. 295-307 ◽

Author(s):

Hammou El Barmi ◽

Ian W. McKeague

Keyword(s):

Empirical Likelihood ◽

Stochastic Ordering

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Empirical likelihood confidence intervals for hazard and density functions under right censorship

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-007-0114-8 ◽

2007 ◽

Vol 60 (3) ◽

pp. 575-589 ◽

Author(s):

Junshan Shen ◽

Shuyuan He

Keyword(s):

Confidence Intervals ◽

Empirical Likelihood ◽

Density Functions ◽

Right Censorship

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Testing for uniform stochastic ordering via empirical likelihood

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-015-0523-z ◽

2015 ◽

Vol 68 (5) ◽

pp. 955-976 ◽

Author(s):

Hammou El Barmi ◽

Ian W. McKeague

Keyword(s):

Empirical Likelihood ◽

Stochastic Ordering

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Empirical likelihood for the difference of two survival functions under right censorship

Statistics & Probability Letters ◽

10.1016/j.spl.2005.07.018 ◽

2006 ◽

Vol 76 (2) ◽

pp. 169-181 ◽

Author(s):

Junshan Shen ◽

Shuyuan He

Keyword(s):

Empirical Likelihood ◽

Survival Functions ◽

Right Censorship ◽

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Empirical likelihood confidence intervals for ratio of hazard rates under right censorship

Statistics and Its Interface ◽

10.4310/sii.2010.v3.n4.a4 ◽

2010 ◽

Vol 3 (4) ◽

pp. 455-464

Author(s):

Shan Jiang ◽

Dongsheng Tu

Keyword(s):

Confidence Intervals ◽

Empirical Likelihood ◽

Hazard Rates ◽

Right Censorship

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Statistical diagnosis for non-parametric regression models with random right censorship based on the empirical likelihood method

Journal of Applied Statistics ◽

10.1080/02664763.2014.999656 ◽

2015 ◽

Vol 42 (6) ◽

pp. 1367-1373

Author(s):

Shuling Wang ◽

Xiaoyan Wang ◽

Jiangtao Dai

Keyword(s):

Empirical Likelihood ◽

Regression Models ◽

Likelihood Method ◽

Parametric Regression ◽

Empirical Likelihood Method ◽

Right Censorship ◽

Parametric Regression Models ◽

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Faculty Opinions recommendation of Bayesian computation via empirical likelihood.

Faculty Opinions – Post-Publication Peer Review of the Biomedical Literature ◽

10.3410/f.718441389.793496096 ◽

2014 ◽

Author(s):

Michael Stumpf

Keyword(s):

Empirical Likelihood ◽

Bayesian Computation

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On empirical likelihood option pricing

The Journal of Risk ◽

10.21314/jor.2017.357 ◽

2017 ◽

Vol 19 (5) ◽

pp. 41-53

Author(s):

Xiaolong Zhong ◽

Jie Cao ◽

Yong Jin ◽

Wei Zheng

Keyword(s):

Option Pricing ◽

Empirical Likelihood

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Empirical Likelihood Estimators for Stochastic Discount Factors

SSRN Electronic Journal ◽

10.2139/ssrn.1102396 ◽

2008 ◽

Author(s):

Caio Almeida ◽

René Garcia

Keyword(s):

Empirical Likelihood ◽

Discount Factors ◽

Stochastic Discount Factors

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Dominating Randomness - Applications of State Contingent Stochastic Ordering Methods to the Clustering and Performance Measurement of Trading Strategies

SSRN Electronic Journal ◽

10.2139/ssrn.1729726 ◽

2010 ◽

Author(s):

Clemens Glaffig

Keyword(s):

Performance Measurement ◽

Stochastic Ordering ◽

Trading Strategies ◽

And Performance

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