Pages that link to "Item:Q3408549"

The following pages link to Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model (Q3408549):

Displaying 50 items.

• Empirical likelihood for linear models with missing responses (Q1021834) (← links)
• Empirical likelihood estimation of discretely sampled processes of OU type (Q1041558) (← links)
• Are efficient estimators in single-indexed models really efficient? A computational discussion (Q1424611) (← links)
• Estimation and empirical likelihood for single-index models with missing data in the covariates (Q1615133) (← links)
• Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model (Q1615234) (← links)
• Estimation in linear regression models with measurement errors subject to single-indexed distortion (Q1621210) (← links)
• Testing structural change in partially linear single-index models with error-prone linear covariates (Q1621211) (← links)
• Empirical likelihood inference in linear regression with nonignorable missing response (Q1623656) (← links)
• Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach (Q1658991) (← links)
• Estimation and empirical likelihood for single-index multiplicative models (Q1681050) (← links)
• Efficient estimation for marginal generalized partially linear single-index models with longitudinal data (Q1694015) (← links)
• A relative error estimation approach for multiplicative single index model (Q1697677) (← links)
• Empirical likelihood in some nonparametric and semiparametric models (Q1708933) (← links)
• Adaptive testing for the partially linear single-index model with error-prone linear covariates (Q1731365) (← links)
• Balanced augmented empirical likelihood for regression models (Q1740311) (← links)
• Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data (Q1744028) (← links)
• Empirical likelihood for varying coefficient EV models under longitudinal data (Q1782039) (← links)
• Maximum empirical likelihood estimation and related topics (Q1786582) (← links)
• Robust estimation in linear regression models for longitudinal data with covariate measurement errors and outliers (Q1795590) (← links)
• Efficient inferences on the varying-coefficient single-index model with empirical likelihood (Q1927227) (← links)
• Empirical likelihood inference for partially time-varying coefficient errors-in-variables models (Q1950849) (← links)
• Empirical likelihood for partially linear single-index models under negatively associated errors (Q2034512) (← links)
• High-dimensional index volatility models via Stein's identity (Q2040038) (← links)
• Wilks' theorem for semiparametric regressions with weakly dependent data (Q2073705) (← links)
• Estimation for partially varying-coefficient single-index models with distorted measurement errors (Q2075029) (← links)
• Empirical likelihood confidence regions for autoregressive models with explanatory variables (Q2089027) (← links)
• Single-index quantile regression with left truncated data (Q2109301) (← links)
• Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model (Q2121175) (← links)
• Bayesian empirical likelihood inference and order shrinkage for autoregressive models (Q2122804) (← links)
• Estimation of a varying coefficient, fixed-effects Cobb-Douglas production function in levels (Q2127305) (← links)
• Empirical likelihood and variable selection for partially linear single-index EV models with missing censoring indicators (Q2131976) (← links)
• Bayesian analysis of partially linear, single-index, spatial autoregressive models (Q2135857) (← links)
• Confidence regions near singular information and boundary points with applications to mixed models (Q2148999) (← links)
• Two-step semiparametric empirical likelihood inference (Q2176605) (← links)
• Empirical likelihood for generalized functional-coefficient regression models with multiple smoothing variables under right censoring data (Q2183230) (← links)
• Beran-based approach for single-index models under censoring (Q2259785) (← links)
• Bias-corrected empirical likelihood in a multi-link semiparametric model (Q2267586) (← links)
• Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model (Q2278404) (← links)
• Empirical likelihood for partially linear single-index models with missing observations (Q2291308) (← links)
• Analysis of panel data partially linear single-index models with serially correlated errors (Q2292009) (← links)
• Inferences with generalized partially linear single-index models for longitudinal data (Q2317281) (← links)
• Quantile regression and variable selection for partially linear single-index models with missing censoring indicators (Q2317339) (← links)
• Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals (Q2324269) (← links)
• SIMEX estimation for single-index model with covariate measurement error (Q2324316) (← links)
• Testing the significance of index parameters in varying-coefficient single-index models (Q2359483) (← links)
• Covariate-adjusted nonlinear regression (Q2388982) (← links)
• Robust and efficient direction identification for groupwise additive multiple-index models and its applications (Q2398077) (← links)
• Large-sample estimation and inference in multivariate single-index models (Q2418527) (← links)
• Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data (Q2443251) (← links)
• Simultaneous confidence band for single-index random effects models with longitudinal data (Q2446696) (← links)