Abstract Details
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Activity Number:
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497
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Type:
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Contributed
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Date/Time:
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Wednesday, August 6, 2014 : 10:30 AM to 12:20 PM
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Sponsor:
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IMS
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Abstract #312696
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Title:
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On a Class of Maximum Empirical Likelihood Estimators Defined by Convex Functions
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Author(s):
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Fei Tan*+ and Hanxiang Peng
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Companies:
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and Indiana University-Purdue University Indianapolis
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Keywords:
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convex function ;
Cox regression ;
efficiency ;
maximum empirical likelihood estimator ;
quantile regresion ;
side information
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Abstract:
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In this talk, we introduce a class of estimators defined by convex criterion functions and show that they are maximum empirical likelihood estimators (MELEs). We apply the results to obtain MELEs for quantiles, quantile regression and Cox regression when additional information is available. We report some simulation results.
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Authors who are presenting talks have a * after their name.
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