The following pages link to Empirical likelihood (Q2756704):
Displaying 50 items.
- Semiparametric empirical likelihood confidence intervals for AUC under a density ratio model (Q1615216) (← links)
- Weighted empirical likelihood inference for dynamical correlations (Q1615277) (← links)
- Robust and efficient estimation with weighted composite quantile regression (Q1619607) (← links)
- Empirical phi-divergence test statistics for the difference of means of two populations (Q1622103) (← links)
- Composite likelihood inference by nonparametric saddlepoint tests (Q1623655) (← links)
- Empirical likelihood ratio confidence interval estimation of best linear combinations of biomarkers (Q1623755) (← links)
- Conditional feature screening for mean and variance functions in models with multiple-index structure (Q1639572) (← links)
- Signed rank based empirical likelihood for the symmetric location model (Q1640923) (← links)
- Empirical likelihood based inference for fixed effects varying coefficient panel data models (Q1642746) (← links)
- Working correlation structure selection in generalized estimating equations (Q1643022) (← links)
- Nonparametric tilted density function estimation: a cross-validation criterion (Q1643794) (← links)
- Empirical likelihood ratio tests with power one (Q1644202) (← links)
- Covariate balancing propensity score for a continuous treatment: application to the efficacy of political advertisements (Q1647599) (← links)
- Subject-wise empirical likelihood inference in partial linear models for longitudinal data (Q1654234) (← links)
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data (Q1654266) (← links)
- Testing homogeneity for multiple nonnegative distributions with excess zero observations (Q1658363) (← links)
- Smoothed empirical likelihood for the Youden index (Q1658364) (← links)
- Bayesian local influence analysis of general estimating equations with nonignorable missing data (Q1658535) (← links)
- Jackknife empirical likelihood test for high-dimensional regression coefficients (Q1660165) (← 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)
- Smoothed jackknife empirical likelihood for the one-sample difference of quantiles (Q1662119) (← links)
- Jackknife empirical likelihood method for multiply robust estimation with missing data (Q1663131) (← links)
- A test for equality of two distributions via jackknife empirical likelihood and characteristic functions (Q1663149) (← links)
- Jackknife empirical likelihood inference for the mean absolute deviation (Q1663195) (← links)
- Portfolio optimization based on stochastic dominance and empirical likelihood (Q1668578) (← links)
- Bayesian empirical likelihood methods for quantile comparisons (Q1674043) (← links)
- Statistical inference for generalized additive partially linear models (Q1679559) (← links)
- Exponentially tilted likelihood inference on growing dimensional unconditional moment models (Q1680189) (← links)
- Smoothed jackknife empirical likelihood for the difference of two quantiles (Q1680799) (← links)
- Estimation and empirical likelihood for single-index multiplicative models (Q1681050) (← links)
- Asymptotic normality of quadratic forms with random vectors of increasing dimension (Q1686240) (← links)
- Empirical likelihood ratio in penalty form and the convex hull problem (Q1689485) (← links)
- Adjusted empirical likelihood for time series models (Q1698218) (← links)
- Moment conditions selection based on adaptive penalized empirical likelihood (Q1724007) (← links)
- Generalized and robustified empirical depths for multivariate data (Q1726846) (← links)
- Empirical likelihood inference for semi-parametric transformation models with length-biased sampling (Q1727858) (← links)
- Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection (Q1727913) (← links)
- The empirical likelihood approach to quantifying uncertainty in sample average approximation (Q1728245) (← links)
- Efficient estimation in a regression model with missing responses (Q1731157) (← links)
- Nonparametric testing for multiple survival functions with noninferiority margins (Q1731753) (← links)
- Inference about the slope in linear regression: an empirical likelihood approach (Q1733121) (← links)
- A simple empirical likelihood ratio test for normality based on the moment constraints of a half-normal distribution (Q1733136) (← links)
- A unified test for predictability of asset returns regardless of properties of predicting variables (Q1739638) (← links)
- GEL estimation and tests of spatial autoregressive models (Q1739882) (← links)
- Balanced augmented empirical likelihood for regression models (Q1740311) (← links)
- Hypothesis testing via a penalized-likelihood approach (Q1740315) (← links)
- Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data (Q1744028) (← links)
- Semiparametric inference on the means of multiple nonnegative distributions with excess zero observations (Q1749991) (← links)
- Data driven confidence intervals for diffusion process using double smoothing empirical likelihood (Q1757374) (← links)
