Robust empirical likelihood inference for longitudinal data

来源 :IMS-China International Conference on Statistics and Probabi | 被引量 : 0次 | 上传用户:li_uwx
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  In this paper, we focus on the robust empirical likelihood inference for longi tudinal data.We construct robust empirical likelihood by robustify the auxiliary random vectors.We make use of bounded scores and leverage-based weights in the auxiliary random vectors to achieve robustness against outliers in the response and covariates.The simulation studies demonstrate the good performance of our proposed robust EL method in term of both robustness and improved efficiency.
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