Pages that link to "Item:Q3782608"

The following pages link to Empirical likelihood ratio confidence intervals for a single functional (Q3782608):

Displaying 50 items.

• Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data (Q1049192) (← links)
• Nonparametric confidence intervals for functions of several distributions (Q1118930) (← links)
• Using one-parameter sub-family of distributions in empirical likelihood ratio with censored data (Q1298981) (← links)
• Empirical likelihood for partial linear models with fixed designs (Q1304071) (← links)
• Bayesian bootstrap credible sets for multidimensional mean functional (Q1307090) (← links)
• On the calculation of standard error for quotation in confidence statements (Q1314696) (← links)
• On the accuracy of empirical likelihood confidence regions for linear regression model (Q1335366) (← links)
• Semi-empirical likelihood ratio confidence intervals for the difference of two sample means (Q1336548) (← links)
• Restricted multinomial maximum likelihood estimation based upon Fenchel duality (Q1336896) (← links)
• \(M\)-estimation and quantile estimation in the presence of auxiliary information (Q1347136) (← links)
• On bootstrap estimation of the distribution of the Studentized mean (Q1359393) (← links)
• Empirical likelihood confidence intervals for \(M\)-functionals in the presence of auxiliary information (Q1359768) (← links)
• Semiparametric likelihood ratio inference (Q1372844) (← links)
• Estimating a distribution function in the presence of auxiliary information (Q1377361) (← links)
• Semi-parametric likelihood ratio confidence intervals for various differences of two populations (Q1380579) (← links)
• Nonparametric estimation of convex models via mixtures (Q1394762) (← links)
• Empirical likelihood inference for median regression models for censored survival data (Q1400017) (← links)
• Empirical likelihood estimation and consistent tests with conditional moment restrictions (Q1410565) (← links)
• Weighted empirical likelihood inference. (Q1423048) (← links)
• Empirical likelihood-based confidence intervals for data with possible zero observations. (Q1423101) (← links)
• Asymptotics and the theory of inference (Q1430906) (← links)
• Testing conditional moment restrictions (Q1430924) (← links)
• Coverage accuracy of confidence intervals in nonparametric regression (Q1432851) (← links)
• Saddlepoint approximations and tests based on multivariate \(M\)-estimates. (Q1434010) (← links)
• A projection type distribution function and quantile estimates in the presence of auxiliary information (Q1567323) (← links)
• Confidence tubes for multiple quantile plots via empirical likelihood (Q1568275) (← links)
• Empirical likelihood ratio based confidence intervals for mixture proportions (Q1568276) (← links)
• Bartlett identities and large deviations in likelihood theory (Q1568313) (← links)
• Bootstrap confidence intervals. With comments and a rejoinder by the authors (Q1596105) (← links)
• Empirical likelihood ratio in terms of cumulative hazard function for censored data (Q1599077) (← links)
• Estimation and empirical likelihood for single-index models with missing data in the covariates (Q1615133) (← links)
• Semiparametric empirical likelihood confidence intervals for AUC under a density ratio model (Q1615216) (← links)
• Weighted empirical likelihood inference for dynamical correlations (Q1615277) (← links)
• Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables (Q1621250) (← links)
• Empirical likelihood for semivarying coefficient model with measurement error in the nonparametric part (Q1622017) (← links)
• Smoothed empirical likelihood for quantile regression models with response data missing at random (Q1622098) (← links)
• Empirical phi-divergence test statistics for the difference of means of two populations (Q1622103) (← links)
• Empirical likelihood inference in linear regression with nonignorable missing response (Q1623656) (← links)
• Signed rank based empirical likelihood for the symmetric location model (Q1640923) (← links)
• The MRL function inference through empirical likelihood in length-biased sampling (Q1642743) (← links)
• Empirical likelihood based inference for fixed effects varying coefficient panel data models (Q1642746) (← links)
• Nonparametric tilted density function estimation: a cross-validation criterion (Q1643794) (← links)
• Adjustment of nonconfounding covariates in case-control genetic association studies (Q1647603) (← links)
• Balanced augmented jackknife empirical likelihood for two sample \(U\)-statistics (Q1650689) (← links)
• Subject-wise empirical likelihood inference in partial linear models for longitudinal data (Q1654234) (← links)
• Jackknife empirical likelihood for the difference of two volumes under ROC surfaces (Q1656862) (← links)
• Smoothed empirical likelihood for the Youden index (Q1658364) (← links)
• Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach (Q1658991) (← links)
• Empirical likelihood confidence regions for one- or two-samples with doubly censored data (Q1660214) (← links)
• Simultaneous estimation based on empirical likelihood and general maximum likelihood estimation (Q1662032) (← links)