Search Results - subject:"Empirical likelihood method"

Price search and periodic price discounts

Zhang, Xing; Chan, Tat; Xie, Ying - In: Management science : journal of the Institute for … 64 (2018) 2, pp. 495-510

Persistent link: https://www.econbiz.de/10011823077

Inference for intermediate Haezendonck-Goovaerts risk measure

Wang, Xing; Peng, Liang - In: Insurance / Mathematics & economics 68 (2016), pp. 231-240

Persistent link: https://www.econbiz.de/10011493849

Semiparametric Estimation of ROC Curve Under Test-Result-Dependent Sampling

Ma, Junling; Wang, Xiaofei; George, Stephen - 2010

predictive accuracy of the biomarker under standard ROC estimation methods. We develop a semiparametric empirical likelihood … method to estimate a covariate-specific ROC curve and a marginal ROC curve, where the latter is an average of the …

Persistent link: https://www.econbiz.de/10009468304

Testing asymmetric correlations in stock returns via empirical likelihood method

Pan, Zhiyuan; Zheng, Xu; Chen, Qiang - In: China Finance Review International 4 (2014) 1, pp. 42-57

/methodology/approach – Using empirical likelihood method, this study designs and conducts a model-free test, which converges to χ 2 distribution … constructs a model-free statistic to test asymmetric correlations using empirical likelihood method for the first time and …

Persistent link: https://www.econbiz.de/10014694660

Testing asymmetric correlations in stock returns via empirical likelihood method.

Pan, Zhiyuan; Zheng, Xu; Chen, Qiang - In: China Finance Review International 4 (2014), pp. 42-57

/methodology/approach– Using empirical likelihood method, this study designs and conducts a model-free test, which converges to ?2 distribution … constructs a model-free statistic to test asymmetric correlations using empirical likelihood method for the first time and …

Persistent link: https://www.econbiz.de/10010741351

Testing asymmetric correlations in stock returns via empirical likelihood method

Pan, Zhiyuan; Zheng, Xu; Chen, Qiang - In: China finance review international 4 (2014) 1, pp. 42-57

Persistent link: https://www.econbiz.de/10010259699

Large Deviations Approach to Bayesian Nonparametric Consistency: the Case of Polya Urn Sampling

Grendar, Marian; Judge, George G.; Niven, R. K. - Department of Agricultural and Resource Economics, … - 2007

The Bayesian Sanov Theorem (BST) identifies, under both correct and incorrect specification of infinite dimensional model, the points of concentration of the posterior measure. Utilizing this insight in the context of Polya urn sampling, Bayesian nonparametric consistency is established. Polya...

Persistent link: https://www.econbiz.de/10010537510

Jackknife empirical likelihood method for copulas

Peng, Liang; Qi, Yongcheng; Keilegom, Ingrid Van - In: TEST: An Official Journal of the Spanish Society of … 21 (2012) 1, pp. 74-92

Persistent link: https://www.econbiz.de/10010994262

Jackknife empirical likelihood tests for error distributions in regression models

Feng, Huijun; Peng, Liang - In: Journal of Multivariate Analysis 112 (2012) C, pp. 63-75

jackknife empirical likelihood method which is easy to compute and has a chi-square limit so that critical values are ready at …

Persistent link: https://www.econbiz.de/10010594220

Empirical likelihood confidence intervals for the endpoint of a distribution function

Li, Deyuan; Peng, Liang; Qi, Yongcheng - In: TEST: An Official Journal of the Spanish Society of … 20 (2011) 2, pp. 353-366

Persistent link: https://www.econbiz.de/10009324917