Empirical likelihood for spatial cross-sectional data models with matrix exponential spatial specification

In this paper,we study spatial cross-sectional data models in the form of matrix exponential spatial specification(MESS),where MESS appears in both dependent and error terms.The empirical likelihood(EL)ratio statistics are established for the parameters of the MESS model.It is shown that the limiting distributions of EL ratio statistics follow chi-square distributions,which are used to construct the confidence regions of model parameters.Simulation experiments are conducted to compare the performances of confidence regions based on EL method and normal approximation method.

Empirical Likelihood Based Longitudinal Data Analysis

In longitudinal data analysis, our primary interest is in the estimation of regression parameters for the marginal expectations of the longitudinal responses, and the longitudinal correlation parameters are of secondary interest. The joint likelihood function for longitudinal data is challenging, particularly due to correlated responses. Marginal models, such as generalized estimating equations (GEEs), have received much attention based on the assumption of the first two moments of the data and a working correlation structure. The confidence regions and hypothesis tests are constructed based on the asymptotic normality. This approach is sensitive to the misspecification of the variance function and the working correlation structure which may yield inefficient and inconsistent estimates leading to wrong conclusions. To overcome this problem, we propose an empirical likelihood (EL) procedure based on a set of estimating equations for the parameter of interest and discuss its characteristics and asymptotic properties. We also provide an algorithm based on EL principles for the estimation of the regression parameters and the construction of its confidence region. We have applied the proposed method in two case examples.

EMPIRICAL LIKELIHOOD-BASED INFERENCE IN LINEAR MODELS WITH INTERVAL CENSORED DATA

An empirical likelihood approach to estimate the coefficients in linear model with interval censored responses is developed in this paper. By constructing unbiased transformation of interval censored data,an empirical log-likelihood function with asymptotic X^2 is derived. The confidence regions for the coefficients are constructed. Some simulation results indicate that the method performs better than the normal approximation method in term of coverage accuracies.

EMPIRICAL LIKELIHOOD FOR LINEAR MODELS UNDER m-DEPENDENT ERRORS

In this paper,the empirical likelihood confidence regions for the regression coefficient in a linear model are constructed under m-dependent errors.It is shown that the blockwise empirical likelihood is a good way to deal with dependent samples.

Empirical Likelihood Inference for AR（p） Model

In this article we study the empirical likelihood inference for AR（p） model. We propose the moment restrictions, by which we get the empirical likelihood estimator of the model parametric, and we also propose an empirical log-likelihood ratio base on this estimator. Our result shows that the EL estimator is asymptotically normal, and the empirical log-likelihood ratio is proved to be asymptotically standard chi-squared.

Empirical likelihood for first-order mixed integer-valued autoregressive model

In this paper, we not only construct the confidence region for parameters in a mixed integer-valued autoregressive process using the empirical likelihood method, but also establish the empirical log-likelihood ratio statistic and obtain its limiting distribution. And then, via simulation studies we give coverage probabilities for the parameters of interest. The results show that the empirical likelihood method performs very well.

Statistical Diagnostic for Varying-Coefficient Single-Index Models Based on Empirical Likelihood Method

Varying-coefficient single-index model( VCSIM) avoids the so-called "curse of dimensionality " and is flexible enough to include several important statistical models. This paper considers statistical diagnosis for VCSIM. First,the parametric estimation equation is established based on empirical likelihood. Then,some diagnosis statistics are defined. At last, an example is given to illustrate all the results.

Joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing samples

In this paper, we obtain the joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing samples. As an application of this result, the empirical likelihood confidence intervals for the difference of any two quantiles are also obtained.

THE ASYMPTOTIC DISTRIBUTIONS OF EMPIRICAL LIKELIHOOD RATIO STATISTICS IN THE PRESENCE OF MEASUREMENT ERROR

Suppose that several different imperfect instruments and one perfect instrument are independently used to measure some characteristics of a population. Thus, measurements of two or more sets of samples with varying accuracies are obtained. Statistical inference should be based on the pooled samples. In this article, the authors also assumes that all the imperfect instruments are unbiased. They consider the problem of combining this information to make statistical tests for parameters more relevant. They define the empirical likelihood ratio functions and obtain their asymptotic distributions in the presence of measurement error.

Penalized Empirical Likelihood Via Adaptive LASSO for Cox＇s Proportional Hazards Model

Penalized empirical likelihood inferential procedure is proposed for Cox＇s pro- portional hazards model with adaptive LASSO（ALASSO）. Under reasonable conditions, we show that the proposed method has oracle property and the limiting distribution of a penal- ized empirical likelihood ratio via ALASSO is a chi-square distributions. The advantage of penalized empirical likelihood is illustrated in testing hypothesis and constructing confidence sets by simulation studies and a real example.

Empirical Likelihood Statistical Inference for Compound Poisson Vector Processes under Infinite Covariance Matrix

The paper discusses the statistical inference problem of the compound Poisson vector process(CPVP)in the domain of attraction of normal law but with infinite covariance matrix.The empirical likelihood(EL)method to construct confidence regions for the mean vector has been proposed.It is a generalization from the finite second-order moments to the infinite second-order moments in the domain of attraction of normal law.The log-empirical likelihood ratio statistic for the average number of the CPVP converges to F distribution in distribution when the population is in the domain of attraction of normal law but has infinite covariance matrix.Some simulation results are proposed to illustrate the method of the paper.

L1/2 Regularization Based on Bayesian Empirical Likelihood

Bayesian empirical likelihood is a semiparametric method that combines parametric priors and nonparametric likelihoods, that is, replacing the parametric likelihood function in Bayes theorem with a nonparametric empirical likelihood function, which can be used without assuming the distribution of the data. It can effectively avoid the problems caused by the wrong setting of the model. In the variable selection based on Bayesian empirical likelihood, the penalty term is introduced into the model in the form of parameter prior. In this paper, we propose a novel variable selection method, L1/2 regularization based on Bayesian empirical likelihood. The L1/2 penalty is introduced into the model through a scale mixture of uniform representation of generalized Gaussian prior, and the posterior distribution is then sampled using MCMC method. Simulations demonstrate that the proposed method can have better predictive ability when the error violates the zero-mean normality assumption of the standard parameter model, and can perform variable selection.

Smoothed Empirical Likelihood Inference for Nonlinear Quantile Regression Models with Missing Response

In this paper, three smoothed empirical log-likelihood ratio functions for the parameters of nonlinear models with missing response are suggested. Under some regular conditions, the corresponding Wilks phenomena are obtained and the confidence regions for the parameter can be constructed easily.

Moment Selection and Generalized Empirical Likelihood Estimation in High-Dimensional Unconditional Moment Conditions

This paper investigates the moment selection and parameter estimation problem of highdimensional unconditional moment conditions. First, the authors propose a Fantope projection and selection(FPS) approach to distinguish the informative and uninformative moments in high-dimensional unconditional moment conditions. Second, for the selected unconditional moment conditions, the authors present a generalized empirical likelihood(GEL) approach to estimate unknown parameters. The proposed method is computationally feasible, and can efficiently avoid the well-known ill-posed problem of GEL approach in the analysis of high-dimensional unconditional moment conditions. Under some regularity conditions, the authors show the consistency of the selected moment conditions, the consistency and asymptotic normality of the proposed GEL estimator. Two simulation studies are conducted to investigate the finite sample performance of the proposed methodologies. The proposed method is illustrated by a real example.

EMPIRICAL LIKELIHOOD INFERENCE FOR LOGISTIC EQUATION WITH RANDOM PERTURBATION

Empirical likelihood(EL) combined with estimating equations(EE) provides a modern semi-parametric alternative to classical estimation techniques such as maximum likelihood estimation(MLE). This paper not only uses closed form of conditional expectation and conditional variance of Logistic equation with random perturbation to perform maximum empirical likelihood estimation(MELE) for the model parameters, but also proposes an empirical likelihood ratio statistic(ELRS) for hypotheses concerning the interesting parameter. Monte Carlo simulation results show that MELE and ELRS provide competitive performance to parametric alternatives.

Empirical Likelihood Inference Under Stratified Random Sampling in the Presence of Measurement Error

Suppose that several different imperfect instruments and one perfect instrument are used independently to measure some characteristic of a population. In order to make full use of the sample information, in this paper the empirical likelihood method is put forward for making inferences on parameters of interest under stratified random sampling in the presence of measurement error, Our results show that it can lead to estimators which are asymptotically normal and utilize all the available sample information. We also obtain the asymptotic distribution of empirical likelihood testing statistics. In particular, we apply the method to obtain estimator and confidence interval of population mean.

Partial Penalized Empirical Likelihood Ratio Test Under Sparse Case

A consistent test via the partial penalized empirical likelihood approach for the parametric hy- pothesis testing under the sparse case, called the partial penalized empirical likelihood ratio （PPELR） test, is proposed in this paper. Our results are demonstrated for the mean vector in multivariate analysis and regression coefficients in linear models, respectively. And we establish its asymptotic distributions under the null hypoth- esis and the local alternatives of order n-1/2 under regularity conditions. Meanwhile, the oracle property of the partial penalized empirical likelihood estimator also holds. The proposed PPELR test statistic performs as well as the ordinary empirical likelihood ratio test statistic and outperforms the full penalized empirical like- lihood ratio test statistic in term of size and power when the null parameter is zero. Moreover, the proposed method obtains the variable selection as well as the p-values of testing. Numerical simulations and an analysis of Prostate Cancer data confirm our theoretical findings and demonstrate the promising performance of the proposed method in hypothesis testing and variable selection.

Empirical Likelihood for Generalized Linear Models with Longitudinal Data

Generalized linear models are usually adopted to model the discrete or nonnegative responses.In this paper,empirical likelihood inference for fixed design generalized linear models with longitudinal data is investigated.Under some mild conditions,the consistency and asymptotic normality of the maximum empirical likelihood estimator are established,and the asymptotic χ^(2) distribution of the empirical log-likelihood ratio is also obtained.Compared with the existing results,the new conditions are more weak and easy to verify.Some simulations are presented to illustrate these asymptotic properties.

Balanced augmented jackknife empirical likelihood for two sample U-statistics

In this paper, we investigate the two sample U-statistics by jackknife empirical likelihood(JEL),a versatile nonparametric approach. More precisely, we propose the method of balanced augmented jackknife empirical likelihood(BAJEL) by adding two artificial points to the original pseudo-value dataset, and we prove that the log likelihood ratio based on the expanded dataset tends to the χ~2 distribution.

Empirical likelihood-based inference in a partially linear model for longitudinal data

A partially linear model with longitudinal data is considered, empirical likelihood to infer- ence for the regression coefficients and the baseline function is investigated, the empirical log-likelihood ratios is proven to be asymptotically chi-squared, and the corresponding confidence regions for the pa- rameters of interest are then constructed. Also by the empirical likelihood ratio functions, we can obtain the maximum empirical likelihood estimates of the regression coefficients and the baseline function, and prove the asymptotic normality. The numerical results are conducted to compare the performance of the empirical likelihood and the normal approximation-based method, and a real example is analysed.