activity
20042021
most citedBounds on coverage probabilities of the empirical likelihood ratio confidence regions

65 citations · 111 across the 10 of their papers we have counts for

collaborators

10 papers

stat.ME2021★ 1 cited

Regression model selection via log-likelihood ratio and constrained minimum criterion

Min Tsao

Although the log-likelihood is widely used in model selection, the log-likelihood ratio has had few applications in this area. We develop a log-likelihood ratio based method for se…

stat.ME2019

A constrained minimum criterion for model selection

Min Tsao

We propose a hypothesis test based model selection criterion for the best subset selection of sparse linear models. We show it is consistent in that the probability of its choosing…

math.ST2018

Average group effect of strongly correlated predictor variables is estimable

Min Tsao

It is well known that individual parameters of strongly correlated predictor variables in a linear model cannot be accurately estimated by the least squares regression due to multi…

stat.ME2018

Group least squares regression for linear models with strongly correlated predictor variables

Min Tsao

Traditionally, the least squares regression is mainly concerned with studying the effects of individual predictor variables, but strongly correlated variables generate multicolline…

math.ST2017

Estimable group effects for strongly correlated variables in linear models

Min Tsao

It is well known that parameters for strongly correlated predictor variables in a linear model cannot be accurately estimated. We look for linear combinations of these parameters t…

math.ST2014

Two-sample extended empirical likelihood for estimating equations

Min Tsao, Fan Wu

We propose a two-sample extended empirical likelihood for inference on the difference between two p-dimensional parameters defined by estimating equations. The standard two-sample…

math.ST2013★ 44 cited

Empirical likelihood on the full parameter space

Min Tsao, Fan Wu

We extend the empirical likelihood of Owen [Ann. Statist. 18 (1990) 90-120] by partitioning its domain into the collection of its contours and mapping the contours through a contin…

math.ST2013

Multivariate two-sample extended empirical likelihood

Fan Wu, Min Tsao

Jing (1995) and Liu et al. (2008) studied the two-sample empirical likelihood and showed it is Bartlett correctable for the univariate and multivariate cases, respectively. We expa…

math.ST2013★ 1 cited

Extended empirical likelihood for general estimating equations

Min Tsao, Fan Wu

We derive an extended empirical likelihood for parameters defined by estimating equations which generalizes the original empirical likelihood for such parameters to the full parame…

math.ST2004★ 65 cited

Bounds on coverage probabilities of the empirical likelihood ratio confidence regions

Min Tsao

This paper studies the least upper bounds on coverage probabilities of the empirical likelihood ratio confidence regions based on estimating equations. The implications of the boun…