Professor Hiroaki Ogata (Wadesa University and Tokyo Metropolitan University)

This course is organized within the framework of ECORE, an association between ECARES (ULB) and CORE (UCL)

Room : ECARES seminar room S 12.227

Dates :
March 9: 16:00-20:00
March 10: 16:00-20:00
March 11: 16:00-20:00
March 12: 16:00-20:00

Lecture 1
Lecture 2
Lecture 3
Report
Owen's Book (Empirical Likelihood) : Contents - Chapter 1 - Chapter 2 - Chapter 3 - Chapter 4 - Chapter 5 - Chapter 6 - Chapter 7 - Chapter 8 - Chapter 9 - Chapter 10 - Chapter 11 - Chapter 12 - Chapter 13 - Appendix - Reference

Contents:

1. Empirical likelihood for univariate data
    1.1 Nonparametric maximum likelihood
    1.2 Empirical likelihood for a univariate mean
    1.3 Computation of empirical likelihood

2. Empirical likelihood for multivariate data
    2.1 Empirical likelihood for multivariate mean
    2.2 Estimating function approach
    2.3 Computation of multivariate empirical likelihood
    2.4 Other nonparametric likelihood

3. Empirical likelihood for dependent data
    3.1 Time series model
    3.2 Spectral analysis
    3.3 Empirical likelihood for time series data