Pages that link to "Item:Q749102"

The following pages link to Empirical likelihood ratio confidence regions (Q749102):

Displaying 50 items.

• Empirical likelihood inference in linear regression with nonignorable missing response (Q1623656) (← links)
• Empirical likelihood ratio confidence interval estimation of best linear combinations of biomarkers (Q1623755) (← 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)
• Robust empirical likelihood for partially linear models via weighted composite quantile regression (Q1643001) (← links)
• Nonparametric tilted density function estimation: a cross-validation criterion (Q1643794) (← links)
• Empirical likelihood ratio tests with power one (Q1644202) (← 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)
• 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)
• 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)
• Small sample inference for probabilistic index models (Q1662182) (← links)
• Jackknife empirical likelihood inference for the mean absolute deviation (Q1663195) (← 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)
• A weighted estimator of conditional hazard rate with left-truncated and dependent data (Q1695759) (← links)
• Adjusted empirical likelihood for time series models (Q1698218) (← links)
• Empirical likelihood based inference for conditional Pareto-type tail index (Q1698259) (← links)
• Estimated conditional score function for missing mechanism model with nonignorable nonresponse (Q1700701) (← 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)
• Semiparametric empirical likelihood tests in varying coefficient partially linear models with repeated measurements (Q1731249) (← links)
• Testing with exponentially tilted empirical likelihood (Q1739343) (← links)
• A unified test for predictability of asset returns regardless of properties of predicting variables (Q1739638) (← 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)
• Bootstrap inference for misspecified moment condition models (Q1753973) (← links)
• Empirical likelihood-based inference in generalized random coefficient autoregressive model with conditional moment restrictions (Q1757362) (← links)
• Data driven confidence intervals for diffusion process using double smoothing empirical likelihood (Q1757374) (← links)
• Inference functions and quadratic score tests (Q1764309) (← links)
• Sieve empirical likelihood ratio tests for nonparametric functions (Q1766120) (← links)
• Quasi-likelihood from \(M\)-estimators: a numerical comparison with empirical likelihood (Q1766969) (← links)
• Likelihood-based imputation inference for mean functionals in the presence of missing responses (Q1768091) (← links)
• A new method of calibration for the empirical loglikelihood ratio (Q1771430) (← links)
• Empirical likelihood for varying coefficient EV models under longitudinal data (Q1782039) (← links)
• Maximum empirical likelihood estimation and related topics (Q1786582) (← links)
• Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes (Q1793812) (← links)
• Empirical likelihood inference for mean functionals with nonignorably missing response data (Q1800119) (← links)
• Nonparametric likelihood ratio confidence bands for quantile functions from incomplete survival data (Q1816587) (← links)
• Empirical likelihood ratio test for or against a set of inequality constraints. (Q1817295) (← links)
• Generalized likelihood ratio statistics and Wilks phenomenon (Q1848858) (← links)
• Empirical likelihood-based inference under imputation for missing response data (Q1848961) (← links)
• The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis. (Q1858925) (← links)
• Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence (Q1858935) (← links)