2012
DOI: 10.4310/sii.2012.v5.n3.a8
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Empirical likelihood methods based on influence functions

Abstract: Empirical likelihood methods based on estimating equations have been widely explored in existing literatures. When there exist unknown nuisance parameters in estimating functions, proper methods are required to deal with the nuisance parameters. In this paper, a new empirical likelihood approach is developed. The empirical likelihood functions are constructed based on the influence functions of the parameters of interest. The new method retains the nonparametric Wilks property of empirical likelihood, that is,… Show more

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Cited by 12 publications
(10 citation statements)
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“…Yu et al. 13 proposed an EL function based on influence functions of parameters of interest. Motivated by their study, we propose a new influence function-based EL method to construct confidence intervals for sensitivity.…”
Section: Influence Function-based Empirical Likelihood (Ifel) Methodsmentioning
confidence: 99%
See 1 more Smart Citation
“…Yu et al. 13 proposed an EL function based on influence functions of parameters of interest. Motivated by their study, we propose a new influence function-based EL method to construct confidence intervals for sensitivity.…”
Section: Influence Function-based Empirical Likelihood (Ifel) Methodsmentioning
confidence: 99%
“…We propose a new influence function-based EL (IFEL) method following Yu et al. 13 The idea is to replace the estimating function in the EL with an influence function of the sensitivity. The corresponding empirical log-likelihood ratio statistic converges to a standard chi-square distribution, which makes inference for sensitivity more convenient.…”
Section: Introductionmentioning
confidence: 99%
“…Thus, an extra step is required to estimate the unknown scale constant for inference on š‘ƒ 2 by using density estimation or the bootstrap method. Yu et al (2012) proposed EL methods based on influence functions of parameters of interest. Hai et al (2020) proposed an influence function-based EL method for inference of sensitivity of two-stage diagnostic tests.…”
Section: Therapeutics; Canadian Institutes Of Health Researchmentioning
confidence: 99%
“…Yu et al. (2012) proposed EL methods based on influence functions of parameters of interest. Hai et al.…”
Section: Introductionmentioning
confidence: 99%
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