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A review on empirical likelihood methods for regression

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Chen, Song Xi Van Keilegom, Ingrid [UCL]

We provide a review on the empirical likelihood method for regression-type inference problems. The regression models considered in this review include parametric, semiparametric, and nonparametric models. Both missing data and censored data are accommodated.

Document type Article de périodique (Journal article) – Synthèse de littérature
Access type Accès restreint
Publication date 2009
Language Anglais
Journal information "Test" - Vol. 18, no. 3, p. 415-447 (2009)
Peer reviewed yes
Publisher Springer (New York)
issn 1133-0686
e-issn 1863-8260
Publication status Publié
Affiliation UCL - EUEN/STAT - Institut de statistique
Keywords Censored data ; Empirical likelihood ; Missing data ; Nonparametric regression ; Parametric regression ; Semiparametric regression ; Wilks' theorem
Links
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Bibliographic reference Chen, Song Xi ; Van Keilegom, Ingrid. A review on empirical likelihood methods for regression. In: Test, Vol. 18, no. 3, p. 415-447 (2009)
Permanent URL http://hdl.handle.net/2078.1/35125