Xi Chen, Song
[Iowa State University]
Van Keilegom, Ingrid
[UCL]
This rejoinder is organized as follows. In the next section we discuss some computational issues of the empirical likelihood method. The important problem of bandwidth selection, linked to the use of bootstrap procedures and Edgeworth expansions is discussed in Section 3. An often neglected problem is the choice of the criterion function in the construction of the empirical likelihood. This problem is discussed in Section 4. Finally, Sections 5, 6 and 7 are devoted to three types of complexities in the data : dependent data, censored data and high-dimensional data.
| Bibliographic reference |
Xi Chen, Song ; Van Keilegom, Ingrid. Rejoinder on: a review on empirical likelihood methods for regression. STAT Discussion Paper ; 0920 (2009) 7 pages |
| Permanent URL |
http://hdl.handle.net/2078.1/116562 |
