Preface Chapter 1 Preliminary knowledge 1.1 Empirical likelihood (EL) 1.1.1 Definition of EL 1.1.2 EL for mean 1.1.3 Estimating equations 1.1.4 Advantages of EL 1.1.5 Related literature 1.2 Bootstrap method 1.3 Smoothing methods 1.3.1 The Nadaraya-Watson estimator 1.3.2 The local polynomial smoother 1.4 Cross-validation 1.4.1 Least squares cross-validation 1.4.2 Generalized cross-validation 1.5 Data sets 1.5.1 Longitudinal data 1.5.2 Measurement error data 1.5.3 Missing data 1.6 Some notations Chapter 2 EL for single-index models 2.1 Introduction 2.2 Methods and results 2.2.1 Estimated EL 2.2.2 Two adjusted EL ratios 2.3 Simulation results 2.4 Proofs 2.4.1 Some lemmas 2.4.2 Proofs of theorems Chapter 3 EL in a partially linear single-index model 3.1 Introduction 3.2 Methodology 3.2.1 The general case 3.2.2 Two special cases: single-index model and partially linear model 3.3 Simulation results 3.3.1 Preamble 3.3.2 Simulated examples 3.3.3 A real example 3.4 Proofs 3.4.1 A brief description of the proofs 3.4.2 Proofs of theorems Chapter 4 EL semiparametric regression analysis 4.1 Introduction 4.2 Maximum EL estimator 4.2.1 Estimating the regression coefficients 4.2.2 Estimating the baseline function 4.3 Confidence regions for regression coefficients 4.3.1 Confidence regions based on normal approximation 4.3.2 EL confidence region 4.4 Confidence intervals for baseline function 4.4.1 Normal approximation-based confidence interval 4.4.2 Mean-corrected EL confidence interval 4.4.3 Residual-adjusted EL confidence interval 4.5 Numerical results 4.5.1 Bandwidth choice 4.5.2 Simulation studies 4.5.3 An application 4.6 Proofs Chapter 5 EL for a varying coefficient model 5.1 Introduction 5.2 Naive EL and maximum EL estimation 5.2.1 Wilks\\\' phenomenon of naive EL 5.2.2 Equivalence between MELE and WLSE 5.3 Two bias corrections 5.3.1 Mean-corrected EL 5.3.2 Residual-adjusted EL 5.4 Asymptotic confidence regions 5.4.1 The general cases 5.4.2 Partial profile EL for confidence intervals 5.4.3 Simultaneous confidence bands 5.4.4 Confidence regions based on the normal approximation 5.4.5 Bootstrap confidence intervals and bands 5.5 Numerical results 5.5.1 Bandwidth choice 5.5.2 Simulation studies 5.5.3 The application to AIDS data 5.6 Proofs of Theorems Chapter 6 EL local polynomial regression analysis 6.1 Introduction 6.2 Naive empirical likelihood 6.2.1 Prime method 6.2.2 Asymptotic properties 6.3 A bias correction method 6.4 Asymptotic confidence regions 6.4.1 Confidence regions based on EL 6.4.2 Pointwise confidence intervals based on partial EL 6.4.3 Confidence regions based on the normal approximation 6.4.4 Simultaneous confidence band 6.5 Bandwidth selection 6.5.1 Pilot bandwidth selection 6.5.2 Refined bandwidth selection 6.5.3 Undersmoothing bandwidth selection 6.6 Numerical results 6.6.1 Simulation study 6.6.2 A real example 6.7 Concluding remarks 6.8 Proofs of Theorems Chapter 7 EL in nonlinear EV models 7.1 Introduction 7.2 Estimated EL 7.3 Adjusted EL 7.4 Simulations and application 7.4.1 Simulations 7.4.2 A real data example 7.5 Conclusions 7.6 Proofs Chapter 8 EL for the linear models 8.1 Introduction 8.2 EL for the regression coefficients 8.2.1 EL with complete-case data 8.2.2 Weighted EL 8.2.3 EL with the imputed values 8.2.4 Asymptotic properties 8.3 EL for the response mean 8.3.1 Weight-corrected EL 8.3.2 Normal approximation 8.4 Simulations 8.4.1 One dimensional case 8.4.2 Two dimensional case 8.4.3 A real example 8.5 Concluding remarks 8.6 Proofs Chapter 9 EL for response mea 9.1 Introduction 9.2 Methods and results 9.2.1 Weight-corrected EL 9.2.2 Weight-corrected EL with auxiliary information 9.2.3 Normal approximation-based method 9.3 Simulations 9.4 Concluding remarks 9.5 Proofs Chapter 10 EL for a semiparametric regression model 10.1 Introduction 10.2 EL for the regression coefficients 10.2.1 EL with complete-case data 10.2.2 EL with the imputed values 10.2.3 Partial profile empirical likelihood 10.3 EL for the baseline function 10.3.1 Estimated EL 10.3.2 Residual-adjusted EL 10.3.3 Simultaneous confidence band 10.4 EL for the response mean 10.4.1 Weight-corrected EL 10.4.2 Normal approximation 10.5 Simulations 10.5.1 One-dimensional case 10.5.2 Two-dimensional case 10.6 Application 10.7 Concluding remarks 10.8 Proofs References Index