We propose a novel quantile regression approach for longitudinal data analysis which naturally incorporates auxiliary information from the conditional mean model to account for within-subject correlations. The efficiency gain is quantified theoretically and demonstrated empirically via...

When a parametric likelihood function is not specified for a model, estimating equations may provide an instrument for statistical inference. Qin and Lawless (1994) illustrated that empirical likelihood makes optimal use of these equations in inferences for fixed low-dimensional unknown...

We propose penalized empirical likelihood for parameter estimation and variable selection for problems with diverging numbers of parameters. Our results are demonstrated for estimating the mean vector in multivariate analysis and regression coefficients in linear models. By using an appropriate...

We explore the use of estimating equations for efficient statistical inference in case of missing data. We propose a semiparametric efficient empirical likelihood approach, and show that the empirical likelihood ratio statistic and its profile counterpart asymptotically follow central chi-square...

Lazar & Mykland (1999) showed that an empirical likelihood defined by two estimating equations with a nuisance parameter need not be Bartlett-correctable. This paper shows that Bartlett correction of empirical likelihood in the presence of a nuisance parameter depends critically on the way the...

We evaluate the effects of data dimension on the asymptotic normality of the empirical likelihood ratio for high-dimensional data under a general multivariate model. Data dimension and dependence among components of the multivariate random vector affect the empirical likelihood directly through...