Li, Minqiang and Peng, Liang and Qi, Yongcheng
(2011):
*Reduce computation in profile empirical likelihood method.*

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## Abstract

Since its introduction by Owen in [29, 30], the empirical likelihood method has been extensively investigated and widely used to construct confidence regions and to test hypotheses in the literature. For a large class of statistics that can be obtained via solving estimating equations, the empirical likelihood function can be formulated from these estimating equations as proposed by [35]. If only a small part of parameters is of interest, a profile empirical likelihood method has to be employed to construct confidence regions, which could be computationally costly. In this paper we propose a jackknife empirical likelihood method to overcome this computational burden. This proposed method is easy to implement and works well in practice.

Item Type: | MPRA Paper |
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Original Title: | Reduce computation in profile empirical likelihood method |

English Title: | Reduce computation in profile empirical likelihood method |

Language: | English |

Keywords: | profile empirical likelihood; estimating equation; Jackknife |

Subjects: | C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C13 - Estimation: General C - Mathematical and Quantitative Methods > C0 - General > C00 - General |

Item ID: | 33744 |

Depositing User: | Minqiang Li |

Date Deposited: | 27 Sep 2011 13:05 |

Last Modified: | 28 Sep 2019 04:55 |

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URI: | https://mpra.ub.uni-muenchen.de/id/eprint/33744 |