Preface |
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xiii | |
Authors |
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xvii | |
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1 | (18) |
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1.1 Overview: From Statistical Hypotheses to Types of Information for Constructing Statistical Tests |
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1 | (1) |
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2 | (1) |
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1.3 Warning---Parametric Approach and Detour: Nonparametric Approach |
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3 | (1) |
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1.4 A Brief Ode to Likelihood |
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4 | (4) |
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1.4.1 Likelihood Ratios and Optimality |
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6 | (1) |
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1.4.2 The Likelihood Ratio Based on the Likelihood Ratio Test Statistic Is the Likelihood Ratio Test Statistic |
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7 | (1) |
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1.5 Maximum Likelihood: Is It the Likelihood? |
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8 | (2) |
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10 | (2) |
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1.7 Why Empirical Likelihood? |
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12 | (7) |
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1.7.1 The Necessity and Danger of Testing Statistical Hypothesis |
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12 | (1) |
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1.7.2 The Three Sources That Support the Empirical Likelihood Methodology for Applying in Practice |
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13 | (1) |
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14 | (5) |
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2 Basic Ingredients of the Empirical Likelihood |
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19 | (40) |
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19 | (1) |
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2.2 Classical Empirical Likelihood Methods |
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20 | (2) |
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2.3 Techniques for Analyzing Empirical Likelihoods |
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22 | (5) |
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2.3.1 Illustrative Comparison of Empirical Likelihood and Parametric Likelihood |
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23 | (4) |
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2.4 In Case of the Presence of Extra Estimating Equation Information |
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27 | (3) |
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2.4.1 Sketch of the Proof of Equation (2.9) |
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28 | (2) |
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2.5 Some Helpful Properties |
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30 | (4) |
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2.6 Density-Based Empirical Likelihood Methods |
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34 | (4) |
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2.7 Flexible Likelihood Approach Using Empirical Likelihood |
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38 | (2) |
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2.8 Bayesians and Empirical Likelihood: Are They Mutually Exclusive? |
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40 | (3) |
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2.8.1 Nonparametric Posterior Expectations of Simple Functionals |
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42 | (1) |
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43 | (1) |
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2.10 Empirical Likelihood in a Class of Empirical Goodness of Fit Tests |
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44 | (2) |
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2.11 Empirical Likelihood as a Competitor of the Bootstrap |
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46 | (2) |
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48 | (1) |
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2.14 Empirical Likelihood with Plug-In Estimators |
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49 | (1) |
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2.15 Implementation of Empirical Likelihood Using R |
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50 | (9) |
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52 | (7) |
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3 Empirical Likelihood in Light of Nonparametric Bayesian Inference |
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59 | (50) |
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59 | (1) |
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3.2 Posterior Expectation Incorporating Empirical Likelihood |
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60 | (11) |
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3.2.1 Nonparametric Posterior Expectations of Simple Functionals |
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62 | (5) |
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3.2.2 Nonparametric Posterior Expectations of General Functionals |
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67 | (2) |
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3.2.3 Nonparametric Analog of James-Stein Estimation |
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69 | (1) |
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3.2.4 Performance of the Empirical Likelihood Bayesian Estimators |
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70 | (1) |
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3.3 Confidence Interval Estimation with Adjustment for Skewed Data |
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71 | (9) |
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3.3.1 Data-Driven Equal-Tailed CI Estimation |
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72 | (3) |
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3.3.2 Data-Driven Highest Posterior Density CI Estimation |
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75 | (2) |
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3.3.3 General Cases for CI Estimation |
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77 | (2) |
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3.3.4 Performance of the Empirical Likelihood Bayesian CIs |
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79 | (1) |
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3.3.5 Strategy to Analyze Real Data |
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79 | (1) |
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80 | (2) |
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3.5 An Example of the Use of Empirical Likelihood-Based Bayes Factors in the Bayesian Manner |
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82 | (4) |
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86 | (23) |
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86 | (23) |
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4 Empirical Likelihood for Probability Weighted Moments |
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109 | (28) |
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109 | (1) |
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4.2 Incorporating the Empirical Likelihood for βr |
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110 | (7) |
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4.2.1 Estimators of the Probability Weighted Moments |
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110 | (2) |
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4.2.2 Empirical Likelihood Inference for βr |
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112 | (2) |
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4.2.3 A Scheme to Implement the Empirical Likelihood Ratio Technique |
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114 | (1) |
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4.2.4 An Application to the Gini Index |
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115 | (2) |
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4.3 Performance Comparisons |
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117 | (3) |
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120 | (1) |
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121 | (16) |
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121 | (16) |
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5 Two-Group Comparison and Combining Likelihoods Based on Incomplete Data |
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137 | (26) |
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137 | (1) |
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5.2 Product of Likelihood Functions Based on the Empirical Likelihood |
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138 | (2) |
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5.3 Classical Empirical Likelihood Tests to Compare Means |
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140 | (6) |
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5.3.1 Implementation in R |
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143 | (2) |
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5.3.2 Implementation Using Available R Packages |
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145 | (1) |
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5.4 Classical Empirical Likelihood Ratio Tests to Compare Multivariate Means |
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146 | (3) |
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147 | (2) |
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5.5 Product of Likelihood Functions Based on the Empirical Likelihood |
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149 | (6) |
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5.5.1 Product of Empirical Likelihood and Parametric Likelihood |
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149 | (1) |
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5.5.1.1 Implementation in R |
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150 | (2) |
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5.5.2 Product of the Empirical Likelihoods |
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152 | (2) |
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5.5.2.1 Implementation in R (Continued from Section 5.5.1.1) |
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154 | (1) |
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155 | (8) |
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155 | (8) |
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163 | (24) |
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163 | (3) |
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6.2 Existing Nonparametric Tests to Compare Location Shifts |
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166 | (1) |
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6.3 Empirical Likelihood Tests to Compare Location Shifts |
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167 | (8) |
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171 | (4) |
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175 | (5) |
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6.5 Constructing Confidence Intervals on Quantile Differences |
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180 | (4) |
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184 | (3) |
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184 | (3) |
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7 Empirical Likelihood for a U-Statistic Constraint |
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187 | (32) |
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187 | (1) |
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7.2 Empirical Likelihood Statistic for a U-Statistics Constraint |
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188 | (5) |
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193 | (4) |
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197 | (13) |
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7.4.1 Receiver Operating Characteristic Curve Analysis |
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197 | (1) |
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198 | (3) |
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7.4.2 Generalization for Comparing Two Correlated AUC Statistics |
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201 | (1) |
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7.4.2.1 Implementation in R |
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202 | (2) |
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7.4.3 Comparison of Two Survival Curves |
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204 | (1) |
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205 | (1) |
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7.4.4 Multivariate Rank-Based Tests |
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206 | (1) |
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7.4.4.1 AAA Implementation in R |
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207 | (2) |
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7.4.4.2 Comments on the Performance of the Empirical Likelihood Ratio Statistics |
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209 | (1) |
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7.5 An Application to Crossover Designs |
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210 | (4) |
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214 | (5) |
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214 | (5) |
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8 Empirical Likelihood Application to Receiver Operating Characteristic Curve Analysis |
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219 | (28) |
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219 | (1) |
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8.2 Receiver Operating Characteristic Curve |
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220 | (2) |
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8.3 Area under the Receiver Operating Characteristic Curve |
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222 | (1) |
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8.4 Nonparametric Comparison of Two Receiver Operating Characteristic Curves |
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223 | (1) |
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8.5 Best Combinations Based on Values of Multiple Biomarkers |
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224 | (4) |
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8.6 Partial Area under the Receiver Operating Characteristic Curve |
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228 | (14) |
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8.6.1 Alternative Expression of the pAUC Estimator for the Variance Estimation |
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229 | (4) |
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8.6.2 Comparison of Two Correlated pAUC Estimates |
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233 | (1) |
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8.6.3 An Empirical Likelihood Approach Based on the Proposed Variance Estimator |
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234 | (8) |
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242 | (5) |
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243 | (4) |
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247 | (30) |
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247 | (1) |
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9.2 Various Regression Approaches |
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247 | (10) |
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247 | (4) |
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9.2.2 Analyzing Longitudinal Data |
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251 | (1) |
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9.2.3 Application to the Longitudinal Partial Linear Regression Model |
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251 | (1) |
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9.2.4 Empirical Likelihood Approach for Marginal Likelihood Functions |
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252 | (3) |
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9.2.5 Empirical Likelihood in the Linear Regression Framework with Surrogate Covariates |
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255 | (2) |
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9.3 Empirical Likelihood Based on Censored Data |
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257 | (8) |
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9.3.1 Testing the Hazard Function |
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257 | (2) |
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9.3.2 Estimating the Quantile Function |
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259 | (1) |
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9.3.3 Testing the Mean Survival Time |
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260 | (2) |
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9.3.4 Mean Quality-Adjusted Lifetime with Censored Data |
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262 | (1) |
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9.3.5 Regression Approach for the Censored Data |
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263 | (2) |
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9.4 Empirical Likelihood with Missing Data |
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265 | (5) |
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9.4.1 Fully Observed Data Case |
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265 | (1) |
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266 | (2) |
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9.4.3 Incorporating Missing Probabilities |
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268 | (2) |
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270 | (1) |
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9.5 Empirical Likelihood in Survey Sampling |
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270 | (7) |
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9.5.1 Pseudo-Empirical Log-Likelihood Approach |
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270 | (4) |
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9.5.2 Many Zero Values Problem in Survey Sampling |
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274 | (3) |
References |
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277 | (14) |
Name Index |
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291 | (4) |
Subject Index |
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295 | |