Search Results - subject:"Smoothed empirical likelihood"

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The market cost of business cycle fluctuations

Ghosh, Anisha; Julliard, Christian; Stutzer, Michael J. - 2024

Persistent link: https://www.econbiz.de/10014451870

Missing endogenous variables in conditional moment restriction models

Cosma, Antonio; Kostyrka, Andreï; Tripathi, Gautam - 2024

Persistent link: https://www.econbiz.de/10014472580

Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables

Lv, Xiaofeng; Li, Rui - In: AStA Advances in Statistical Analysis 97 (2013) 4, pp. 317-347

, alternatively, we propose the smoothed empirical likelihood (SEL)-based methods. We define SEL statistics for the parameters and the …

Persistent link: https://www.econbiz.de/10010998861

Smoothed jackknife empirical likelihood inference for the difference of ROC curves

Yang, Hanfang; Zhao, Yichuan - In: Journal of Multivariate Analysis 115 (2013) C, pp. 270-284

For the comparison of two diagnostic markers at a flexible specificity, people apply the difference of two correlated receiver operating characteristic (ROC) curves to identify the diagnostic test with stronger discrimination ability. In this paper, we employ the jackknife empirical likelihood...

Persistent link: https://www.econbiz.de/10010608105

Smoothed empirical likelihood for ROC curves with censored data

Yang, Hanfang; Zhao, Yichuan - In: Journal of Multivariate Analysis 109 (2012) C, pp. 254-263

the ROC curve. It is shown that the smoothed empirical likelihood ratio converges to a chi-square distribution, which is …

Persistent link: https://www.econbiz.de/10010572305