Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 19 of 19 for “"empirical likelihood"”.
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Empirical Likelihood With Applications
Empirical likelihood, first introduced by Thomas and Grunkemeier (1975) and later extended in Owen (1988, 1990), is an effective and flexible nonparametric method based on a data-driven likelihood ratio function. It enjoys many advantages over other nonparametric methods, such as automatic …
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Some aspects of empirical likelihood
… chapter 3, Asymptotic Optimality of Empirical Likelihood Tests With Weakly Dependent Data, we extend the result of Kitamura (2001) to stationary mixing data. The key thing inproving the large deviation optimality is that the empirical measure of the independently and identically …
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Bayesian empirical likelihood for quantile regression
… regression is not equipped with a parametric likelihood, and therefore, Bayesian inference for quantile regression demands careful investigations. This thesis considers the Bayesian empirical likelihood approach to quantile regression. Taking the empirical likelihood into a Bayesian framework, …
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Application Of The Empirical Likelihood Method In Proportional Hazards Model
… types of censored data. In this work, we use empirical likelihood (Owen, 1988) approach to construct goodness-of-fit test and provide estimates for the Cox model with various types of censored data. Specifically, the problems under consideration are the two-sample Cox model and stratified Cox …
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Maximum empirical likelihood estimation in U-statistics based general estimating equations
… the first part of this thesis, we study maximum empirical likelihood estimates (MELE's) in U-statistics based general estimating equations (UGEE's). Our technical maneuver is the jackknife empirical likelihood (JEL) approach. We give the local uniform asymptotic normality condition for the …
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A Jackknife Empirical Likelihood Approach To Goodness Of Fit U-Statistic Testing With Side Information
… of fit U-statistics testing, the jackknife empirical likelihood of Jing, <em>et al.</em> (2009) is justified with an alternative approach, and the Wilks theorem for vector U-statistics is proved. This generalizes Owen's empirical likelihood theorem for a vector mean to a vector …
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Essays on misspecified models
… the asymptotic properties of generalized empirical likelihood estimators when moment conditions are not correctly specified. Classical generalized empirical likelihood estimators rely on the correct moment conditions, however, those conditions are mostly generated from economic theory and …
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Some Nonparametric Methods for Clinical Trials and High Dimensional Data
… novel perspectives. In chapter 2, I propose an empirical likelihood based method to nonparametrically adjust for baseline covariates in randomized clinical trials and in chapter 3, I develop a survival analysis framework for multivariate K-sample problems. (I): Covariate adjustment is an …
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Statistical Inference for the Treatment Effect in Cancer Clinical Trials
… studies. In the first part of this thesis, the empirical likelihood method is used to construct the confidence interval for the time-dependent hazard ratio. The asymptotic distribution of the empirical likelihood ratio is derived and simulation studies are conducted to evaluate the proposed …
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Contributions to Semiparametric Inference to Biased-Sampled and Financial Data
… framework. The first part studies the use of empirical likelihood on Levy processes that are used to model the dynamics exhibited in the financial data. The second part is a study of inferential procedure for survival data collected under various biased sampling schemes in transformation and …
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Statistical inference based on characteristic functions for intractable likelihood problems
… an efficient sampling method based on Bayesian empirical likelihood is developed. The method involves pseudo-marginal Markov chain Monte Carlo with temperature and is shown to be effective for Lévy processes. In the second part and third part, we study maximum likelihood methods and empirical …
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Essays in financial econometrics
… choose the number of instruments for generalized empirical likelihood (GEL) framework. This is a relevant problem especially in financial economics and macroeconomics where the number of instruments can be very large. For the first time in the literature, heteroskedasticity is explicitly modelled …
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Statistical approaches for spatial prediction and anomaly detection
… will be shown that by judiciously replacing the likelihood with an empirical likelihood in the Bayesian hierarchical model, approximate posterior distributions for the mean and covariance parameters can be obtained. Due to the complex nature of the hierarchical model, standard Markov chain Monte …
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Essays in econometrics
… the bandwidth, may be estimated by maximum likelihood or cross-validation. Diagnostic checks are constructed based on residuals given by the predictive cumulative distribution function. Chapter 3 considers a set-up where additional information concerning the distribution of random variables …
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Statistical inference for dependent data
… an extension of the fixed-b approach to the empirical likelihood estimation framework.
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Methods for two-sample comparisons from censored time-to-event data
… existing one, in the sense of producing empirical coverage closer to the nominal level. The model-based approach produces tighter and, hence, more informative SCBs. Specifically, for censoring rates between 10% and 40%, the semiparametric SCBs provide a relative reduction in enclosed area …
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Essays in Econometrics
… subgroups of the population. Hansen's J-test and likelihood-based variants aim to have non-trivial power against a wide range of alternatives, whereas power against particular forms of heterogeneity or parameter instability are often of concern. The paper addresses this issue by providing …
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Frequentist-Bayesian Hybrid Tests in Semi-parametric and Non-parametric Models with Low/High-Dimensional Covariate
… techniques are applied to construct the empirical distribution of test statistic to reduce the effect of non-normal distribution. A simulation study suggests our approach performs better than the alternative method, the Adaptive Neyman Test by Fan and Lin (1998). The usefulness of our …
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Essays on Nonparametric Estimation of Asset Pricing Models
… econometric methods to reconcile the empirical behaviour of financial asset prices with theoretical valuation models. The confrontation of economic theory with asset price data requires various functional form assumptions about the preferences and beliefs of investors. Nonparametric …