A review of recent advances in empirical likelihood

IF 4.4 2区 数学 Q1 STATISTICS & PROBABILITY
Pang-Chi Liu, Yichuan Zhao
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引用次数: 5

Abstract

Empirical likelihood is widely used in many statistical problems. In this article, we provide a review of the empirical likelihood method, due to its significant development in recent years. Since the introduction of empirical likelihood, variants of empirical likelihood have been proposed, and the applications of empirical likelihood in high dimensions have also been studied. It is necessary to summarize the new development of empirical likelihood. In this article, we give a review of the Bayesian empirical likelihood, the bias‐corrected empirical likelihood, the jackknife empirical likelihood, the adjusted empirical likelihood, the extended empirical likelihood, the transformed empirical likelihood, the mean empirical likelihood, and the empirical likelihood with high dimensions. Finally, we have a brief survey of the computation and implementation for empirical likelihood methods.
对经验可能性的最新进展的回顾
经验似然在许多统计问题中得到广泛应用。在本文中,我们提供了一个回顾的经验似然方法,由于它的重大发展,近年来。自经验似然引入以来,人们提出了经验似然的变体,并研究了经验似然在高维中的应用。总结经验似然的新发展是必要的。在本文中,我们回顾了贝叶斯经验似然、偏差校正经验似然、折刀经验似然、调整经验似然、扩展经验似然、转换经验似然、平均经验似然和高维经验似然。最后,简要介绍了经验似然方法的计算和实现。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
CiteScore
6.20
自引率
0.00%
发文量
31
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