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 

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.unimuenchen.de/id/eprint/33744 