Predictive Likelihood Inference with Applications

Author(s):  
Ronald W. Butler
2020 ◽  
Vol 2020 ◽  
pp. 1-12
Author(s):  
Hanji He ◽  
Guangming Deng

We extend the mean empirical likelihood inference for response mean with data missing at random. The empirical likelihood ratio confidence regions are poor when the response is missing at random, especially when the covariate is high-dimensional and the sample size is small. Hence, we develop three bias-corrected mean empirical likelihood approaches to obtain efficient inference for response mean. As to three bias-corrected estimating equations, we get a new set by producing a pairwise-mean dataset. The method can increase the size of the sample for estimation and reduce the impact of the dimensional curse. Consistency and asymptotic normality of the maximum mean empirical likelihood estimators are established. The finite sample performance of the proposed estimators is presented through simulation, and an application to the Boston Housing dataset is shown.


2005 ◽  
Vol 100 (472) ◽  
pp. 1145-1158 ◽  
Author(s):  
Peter X.-K Song ◽  
Yanqin Fan ◽  
John D Kalbfleisch
Keyword(s):  

2014 ◽  
Vol 111 (46) ◽  
pp. 16448-16453 ◽  
Author(s):  
Yun Yu ◽  
Jianrong Dong ◽  
Kevin J. Liu ◽  
Luay Nakhleh

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