A review of recent advances in empirical likelihood

P Liu, Y Zhao - Wiley Interdisciplinary Reviews: Computational …, 2023 - Wiley Online Library
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 …

Data integration with oracle use of external information from heterogeneous populations

Y Zhai, P Han - Journal of Computational and Graphical Statistics, 2022 - Taylor & Francis
It is common to have access to summary information from external studies. Such information
can be useful for an internal study of interest to improve parameter estimation efficiency …

Testing the martingale difference hypothesis in high dimension

J Chang, Q Jiang, X Shao - Journal of Econometrics, 2023 - Elsevier
In this paper, we consider testing the martingale difference hypothesis for high-dimensional
time series. Our test is built on the sum of squares of the element-wise max-norm of the …

Efficient estimation of linear functionals of principal components

V Koltchinskii, M Löffler, R Nickl - 2020 - projecteuclid.org
Efficient estimation of linear functionals of principal components Page 1 The Annals of
Statistics 2020, Vol. 48, No. 1, 464–490 https://doi.org/10.1214/19-AOS1816 © Institute of …

Synthesizing external aggregated information in the presence of population heterogeneity: A penalized empirical likelihood approach

Y Sheng, Y Sun, CY Huang, MO Kim - Biometrics, 2022 - Wiley Online Library
With the increasing availability of data in the public domain, there has been a growing
interest in exploiting information from external sources to improve the analysis of smaller …

Semiparametric estimation of structural nested mean models with irregularly spaced longitudinal observations

S Yang - Biometrics, 2022 - Wiley Online Library
Structural nested mean models (SNMMs) are useful for causal inference of treatment effects
in longitudinal observational studies. Most existing works assume that the data are collected …

High-dimensional empirical likelihood inference

J Chang, SX Chen, CY Tang, TT Wu - Biometrika, 2021 - academic.oup.com
High-dimensional statistical inference with general estimating equations is challenging and
remains little explored. We study two problems in the area: confidence set estimation for …

Change-point analysis of the failure mechanisms based on accelerated life tests

X Cai, Y Tian, W Ning - Reliability engineering & System safety, 2019 - Elsevier
In the accelerated life tests, the common failure mechanism is considered as a necessary
condition for the extrapolated procedure. The traditional extrapolation model may become …

Simultaneous selection and incorporation of consistent external aggregate information

Y Huang, CY Huang, MO Kim - Statistics in Medicine, 2023 - Wiley Online Library
Interest has grown in synthesizing participant level data of a study with relevant external
aggregate information. Several efficient and flexible procedures have been developed …

Transfer learning with general estimating equations

H Yan, SX Chen - arxiv preprint arxiv:2410.04398, 2024 - arxiv.org
We consider statistical inference for parameters defined by general estimating equations
under the covariate shift transfer learning. Different from the commonly used density ratio …