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Weighted empirical likelihood estimates and their robustness properties

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  • Glenn, N.L.
  • Zhao, Yichuan

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  • Glenn, N.L. & Zhao, Yichuan, 2007. "Weighted empirical likelihood estimates and their robustness properties," Computational Statistics & Data Analysis, Elsevier, vol. 51(10), pages 5130-5141, June.
    • Handle: RePEc:eee:csdana:v:51:y:2007:i:10:p:5130-5141
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    References listed on IDEAS

    as
    1. Taskinen, Sara & Kankainen, Annaliisa & Oja, Hannu, 2003. "Sign test of independence between two random vectors," Statistics & Probability Letters, Elsevier, vol. 62(1), pages 9-21, March.
    2. Suria Ellis & Faans Steyn & Hennie Venter, 2003. "Fitting a Pareto-Normal-Pareto distribution to the residuals of financial data," Computational Statistics, Springer, vol. 18(3), pages 477-491, September.
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    Cited by:

    1. Qin, Guoyou & Bai, Yang & Zhu, Zhongyi, 2009. "Robust empirical likelihood inference for longitudinal data," Statistics & Probability Letters, Elsevier, vol. 79(20), pages 2101-2108, October.
    2. Yichuan Zhao & Ali Jinnah, 2012. "Inference for Cox’s regression models via adjusted empirical likelihood," Computational Statistics, Springer, vol. 27(1), pages 1-12, March.
    3. Yongli Sang & Xin Dang & Yichuan Zhao, 2020. "Depth-based weighted jackknife empirical likelihood for non-smooth U-structure equations," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(2), pages 573-598, June.
    4. Kun Chen & Rui Huang, 2021. "Robust empirical likelihood for time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(1), pages 4-18, January.
    5. Zhao, Yichuan & Chen, Feiming, 2008. "Empirical likelihood inference for censored median regression model via nonparametric kernel estimation," Journal of Multivariate Analysis, Elsevier, vol. 99(2), pages 215-231, February.

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