𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Computing empirical likelihood from the bootstrap

✍ Scribed by Yudi Pawitan

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
168 KB
Volume
47
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.

✦ Synopsis

The close relationship between the bootstrap and empirical likelihood has been noted in the literature. The purpose of this paper is to show how to construct a bootstrap likelihood from a single bootstrap, without any nested bootstrapping nor any smoothing. For a wide class of M-estimators the likelihood agrees with the empirical likelihood up to order O(n -1=2 ). The resulting likelihood may be used for display purpose, for computing likelihood-based conΓΏdence intervals or for future use in combining information.

πŸ“œ SIMILAR VOLUMES

Comparing Empirical Likelihood and Boots
Comparing Empirical Likelihood and Bootstrap Hypothesis Tests
✍ S.X. Chen πŸ“‚ Article πŸ“… 1994 πŸ› Elsevier Science 🌐 English βš– 563 KB

A comparison between empirical likelihood and bootstrap tests for a mean parameter against a series of local alternative hypotheses is made by developing Edgeworth expansions for the power functions of the two tests. For univariate and bivariate cases, practical rules are proposed for choosing the m

On the best approximation for bootstrapp
On the best approximation for bootstrapped empirical processes
✍ Lajos HorvΓ‘th; Josef Steinebach πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 250 KB

We obtain a lower bound for the rate of approximation of bootstrapped empirical processes with Brownian bridges.