Related papers: Adjusted Jackknife Empirical Likelihood
This paper develops empirical likelihood methodology for irregularly spaced spatial data in the frequency domain. Unlike the frequency domain empirical likelihood (FDEL) methodology for time series (on a regular grid), the formulation of…
In this study, we introduce a novel methodological framework called Bayesian Penalized Empirical Likelihood (BPEL), designed to address the computational challenges inherent in empirical likelihood (EL) approaches. Our approach has two…
Parameters defined via General Estimating Equations (GEE) can be estimated by maximizing the Empirical Likelihood (EL). Newey and Smith (2004) have recently shown that this EL estimator exhibits desirable higher-order asymptotic properties,…
We introduce estimation and test procedures through divergence minimization for models satisfying linear constraints with unknown parameter. Several statistical examples and motivations are given. These procedures extend the empirical…
The frequentist variability of Bayesian posterior expectations can provide meaningful measures of uncertainty even when models are misspecified. Classical methods to asymptotically approximate the frequentist covariance of Bayesian…
This paper considers the maximum generalized empirical likelihood (GEL) estimation and inference on parameters identified by high dimensional moment restrictions with weakly dependent data when the dimensions of the moment restrictions and…
We consider linear structural equation models that are associated with mixed graphs. The structural equations in these models only involve observed variables, but their idiosyncratic error terms are allowed to be correlated and…
Conformal inference, cross-validation+, and the jackknife+ are hold-out methods that can be combined with virtually any machine learning algorithm to construct prediction sets with guaranteed marginal coverage. In this paper, we develop…
The Sen index and Sen-Shorrocks-Thon (SST) index are widely used measures of poverty indices. Developing reliable inference for these measures enables us to compare these measures in different populations of interest in an effective way. It…
This paper considers the empirical likelihood (EL) construction of confidence intervals for a linear functional based on right censored lifetime data. Many of the results in literature show that log EL has a limiting scaled chi-square…
This paper introduces a class of jackknife-based test statistics for linear regression models with endogeneity and heteroskedasticity in the presence of many potentially weak instrumental variables. The tests may be used when considering…
There has been growing attention on how to effectively and objectively use covariate information when the primary goal is to estimate the average treatment effect (ATE) in randomized clinical trials (RCTs). In this paper, we propose an…
This paper develops a general methodology to conduct statistical inference for observations indexed by multiple sets of entities. We propose a novel multiway empirical likelihood statistic that converges to a chi-square distribution under…
We study inference with a small labeled sample, a large unlabeled sample, and high-quality predictions from an external model. We link prediction-powered inference with empirical likelihood by stacking supervised estimating equations based…
The Lorenz curve portrays the inequality of income distribution. In this article, we develop three modified empirical likelihood (EL) approaches including adjusted empirical likelihood, transformed empirical likelihood, and transformed…
Panel local projection (LP) with fixed-effects (FE) is widely adopted for evaluating the economic consequences of financial crises across countries. This paper highlights a fundamental methodological issue: the presence of the Nickell bias…
Abundance estimation from capture-recapture data is of great importance in many disciplines. Analysis of capture-recapture data is often complicated by the existence of one-inflation and heterogeneity problems. Simultaneously taking these…
We prove ratio-consistency of the jackknife variance estimator, and certain variants, for a broad class of generalized U-statistics whose variance is asymptotically dominated by their H\'ajek projection, with the classical fixed-order case…
In this article, we construct empirical likelihood (EL)-weighted estimators of linear functionals of a probability measure in the presence of side information. Motivated by nuisance parameters in semiparametric models with possibly infinite…
Bayesian inference with empirical likelihood faces a challenge as the posterior domain is a proper subset of the original parameter space due to the convex hull constraint. We propose a regularized exponentially tilted empirical likelihood…