Adjusted Empirical Likelihood Method in the Presence of Nuisance Parameters with Application to the Sharpe Ratio

Yuejiao Fu; Hangjing Wang; Augustine Wong

doi:10.3390/e20050316

Adjusted Empirical Likelihood Method in the Presence of Nuisance Parameters with Application to the Sharpe Ratio

Entropy ◽

10.3390/e20050316 ◽

2018 ◽

Vol 20 (5) ◽

pp. 316 ◽

Cited By ~ 1

Author(s):

Yuejiao Fu ◽

Hangjing Wang ◽

Augustine Wong

Keyword(s):

Empirical Likelihood ◽

Sharpe Ratio ◽

Nuisance Parameters ◽

Likelihood Method ◽

Empirical Likelihood Method ◽

Adjusted Empirical Likelihood

Adjusted empirical likelihood method for quantiles

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf02523389 ◽

2003 ◽

Vol 55 (4) ◽

pp. 689-703 ◽

Cited By ~ 12

Author(s):

Wang Zhou ◽

Bing-Yi Jing

Keyword(s):

Empirical Likelihood ◽

Likelihood Method ◽

Empirical Likelihood Method ◽

Adjusted Empirical Likelihood

Adjusted empirical likelihood method for the tail index of a heavy-tailed distribution

Statistics & Probability Letters ◽

10.1016/j.spl.2019.04.015 ◽

2019 ◽

Vol 152 ◽

pp. 50-58

Author(s):

Yizeng Li ◽

Yongcheng Qi

Keyword(s):

Empirical Likelihood ◽

Tail Index ◽

Likelihood Method ◽

Empirical Likelihood Method ◽

Adjusted Empirical Likelihood ◽

Heavy Tailed Distribution ◽

Heavy Tailed

Using empirical likelihood method to calculate the Sharpe ratio

2010 International Conference on Future Information Technology and Management Engineering ◽

10.1109/fitme.2010.5655827 ◽

2010 ◽

Author(s):

Hao Li

Keyword(s):

Empirical Likelihood ◽

Sharpe Ratio ◽

Likelihood Method ◽

Empirical Likelihood Method

Empirical Likelihood Testing for Longitudinal Varying Coefficient Models

Applied Mechanics and Materials ◽

10.4028/www.scientific.net/amm.518.356 ◽

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.

Empirical Likelihood Method for Time Series

Empirical Likelihood and Quantile Methods for Time Series - SpringerBriefs in Statistics ◽

10.1007/978-981-10-0152-9_4 ◽

2018 ◽

pp. 87-108

Author(s):

Yan Liu ◽

Fumiya Akashi ◽

Masanobu Taniguchi

Keyword(s):

Time Series ◽

Empirical Likelihood ◽

Likelihood Method ◽

Empirical Likelihood Method

The Block Empirical Likelihood Method of the Semivarying Coefficient Model with Application to Longitudinal Data

Communication in Statistics- Theory and Methods ◽

10.1080/03610920903584113 ◽

2011 ◽

Vol 40 (8) ◽

pp. 1342-1351 ◽

Cited By ~ 3

Author(s):

Xuemei Hu

Keyword(s):

Longitudinal Data ◽

Empirical Likelihood ◽

Likelihood Method ◽

Empirical Likelihood Method

Empirical Likelihood Method in Survival Analysis

10.1201/b18598 ◽

2015 ◽

Cited By ~ 8

Author(s):

Mai Zhou

Keyword(s):

Survival Analysis ◽

Empirical Likelihood ◽

Likelihood Method ◽

Empirical Likelihood Method

Smoothed jackknife empirical likelihood method for tail copulas

Test ◽

10.1007/s11749-010-0184-4 ◽

2010 ◽

Vol 19 (3) ◽

pp. 514-536 ◽

Cited By ~ 11

Author(s):

Liang Peng ◽

Yongcheng Qi

Keyword(s):

Empirical Likelihood ◽

Likelihood Method ◽

Empirical Likelihood Method ◽

Jackknife Empirical Likelihood

Empirical likelihood method for multivariate Cox regression

Computational Statistics ◽

10.1007/s00180-012-0348-7 ◽

2012 ◽

Vol 28 (3) ◽

pp. 1241-1267 ◽

Cited By ~ 2

Author(s):

Ming Zheng ◽

Wen Yu

Keyword(s):

Empirical Likelihood ◽

Cox Regression ◽

Likelihood Method ◽

Empirical Likelihood Method

New Model-assisted Estimators for the Distribution Function Using the Pseudo Empirical Likelihood Method

Statistica Neerlandica ◽

10.1111/j.1467-9574.2009.00421.x ◽

2009 ◽

Vol 63 (2) ◽

pp. 227-244 ◽

Cited By ~ 4

Author(s):

M. Rueda ◽

J.F. Muñoz

Keyword(s):

Distribution Function ◽

Empirical Likelihood ◽

Likelihood Method ◽

New Model ◽

Empirical Likelihood Method