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This paper introduces a version of empirical likelihood based on the periodogram and spectral estimating equations. This formulation handles dependent data through a data transformation (i.e., a Fourier transform) and is developed in terms…

Statistics Theory · Mathematics 2011-11-10 Daniel J. Nordman , Soumendra N. Lahiri

We consider the problem of constructing confidence intervals for nonparametric functional data analysis using empirical likelihood. In this doubly infinite-dimensional context, we demonstrate the Wilks's phenomenon and propose a…

Methodology · Statistics 2009-04-07 Heng Lian

Empirical likelihood serves as a powerful tool for constructing confidence intervals in nonparametric regression and regression discontinuity designs (RDD). The original empirical likelihood framework can be naturally extended to these…

Statistics Theory · Mathematics 2025-04-03 Qin Fang , Shaojun Guo , Yang Hong , Xinghao Qiao

A class of Fourier based statistics for irregular spaced spatial data is introduced, examples include, the Whittle likelihood, a parametric estimator of the covariance function based on the $L_{2}$-contrast function and a simple…

Statistics Theory · Mathematics 2016-11-03 Suhasini Subba Rao

Empirical Likelihood (EL) is a type of nonparametric likelihood that is useful in many statistical inference problems, including confidence region construction and $k$-sample problems. It enjoys some remarkable theoretical properties,…

Statistics Theory · Mathematics 2024-12-30 Karthik Bharath , Huiling Le , Andrew T A Wood , Xi Yan

This paper formulates a penalized empirical likelihood (PEL) method for inference on the population mean when the dimension of the observations may grow faster than the sample size. Asymptotic distributions of the PEL ratio statistic is…

Statistics Theory · Mathematics 2013-02-28 Soumendra N. Lahiri , Subhodeep Mukhopadhyay

We introduce a general hierarchical Bayesian framework that incorporates a flexible nonparametric data model specification through the use of empirical likelihood methodology, which we term semiparametric hierarchical empirical likelihood…

Methodology · Statistics 2014-05-16 Aaron T. Porter , Scott H. Holan , Christopher K. Wikle

Bayesian inference for stationary random fields is computationally demanding. Whittle-type likelihoods in the frequency domain based on the fast Fourier Transform (FFT) have several appealing features: i) low computational complexity of…

Methodology · Statistics 2025-05-30 Thomas Goodwin , Arthur Guillaumin , Matias Quiroz , Mattias Villani , Robert Kohn

The estimation of parameters in the frequency spectrum of a seasonally persistent stationary stochastic process is addressed. For seasonal persistence associated with a pole in the spectrum located away from frequency zero, a new…

Methodology · Statistics 2007-09-04 Emma J. McCoy , Sofia C. Olhede , David A. Stephens

We develop an empirical likelihood (EL) framework for random forests and related ensemble methods, providing a likelihood-based approach to quantify their statistical uncertainty. Exploiting the incomplete $U$-statistic structure inherent…

Machine Learning · Statistics 2025-11-19 Harold D. Chiang , Yukitoshi Matsushita , Taisuke Otsu

Generalized likelihood ratio statistics have been proposed in Fan, Zhang and Zhang [Ann. Statist. 29 (2001) 153-193] as a generally applicable method for testing nonparametric hypotheses about nonparametric functions. The likelihood ratio…

Statistics Theory · Mathematics 2007-06-13 Jianqing Fan , Jian Zhang

A nonlinear model with response variable missing at random is studied. In order to improve the coverage accuracy, the empirical likelihood ratio (EL) method is considered. The asymptotic distribution of EL statistic and also of its…

Methodology · Statistics 2010-05-19 Gabriela Ciuperca

This paper develops a general asymptotic theory of local polynomial (LP) regression for spatial data observed at irregularly spaced locations in a sampling region $R_n \subset \mathbb{R}^d$. We adopt a stochastic sampling design that can…

Statistics Theory · Mathematics 2023-12-27 Daisuke Kurisu , Yasumasa Matsuda

The empirical likelihood inference is extended to a class of semiparametric models for stationary, weakly dependent series. A partially linear single-index regression is used for the conditional mean of the series given its past, and the…

Methodology · Statistics 2021-05-18 Marie Du Roy de Chaumaray , Matthieu Marbac , Valentin Patilea

We propose a roughness regularization approach in making nonparametric inference for generalized functional linear models. In a reproducing kernel Hilbert space framework, we construct asymptotically valid confidence intervals for…

Statistics Theory · Mathematics 2015-07-31 Zuofeng Shang , Guang Cheng

In many applications, parameters of interest are estimated by solving some non-smooth estimating equations with $U$-statistic structure. Jackknife empirical likelihood (JEL) approach can solve this problem efficiently by reducing the…

Methodology · Statistics 2019-06-18 Yongli Sang , Xin Dang , Yichuan Zhao

In this paper, we use the empirical likelihood method to construct the confidence regions for the difference between the parameters of a two-phases nonlinear model with random design. We show that the empirical likelihood ratio has an…

Statistics Theory · Mathematics 2015-02-18 Zahraa Salloum

We develop a jackknife empirical likelihood (JEL) framework for inference on parameters defined through multivariate three-sample U-statistic. From three independent multivariate samples, we construct JEL ratio statistic based on suitable…

Methodology · Statistics 2025-12-03 Naresh Garg , Litty Mathew , Isha Dewan , Sudheesh Kumar Kattumannil

Longitudinal imaging studies are essential to understanding the neural development of neuropsychiatric disorders, substance use disorders, and the normal brain. The main objective of this paper is to develop a two-stage adjusted…

Applications · Statistics 2011-08-12 Xiaoyan Shi , Joseph G. Ibrahim , Jeffrey Lieberman , Martin Styner , Yimei Li , Hongtu Zhu

We provide a computationally and statistically efficient method for estimating the parameters of a stochastic covariance model observed on a regular spatial grid in any number of dimensions. Our proposed method, which we call the Debiased…

Methodology · Statistics 2022-04-27 Arthur P. Guillaumin , Adam M. Sykulski , Sofia C. Olhede , Frederik J. Simons
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