The following pages link to Empirical likelihood (Q2756704):
Displaying 50 items.
- A new method of calibration for the empirical loglikelihood ratio (Q1771430) (← links)
- Maximum empirical likelihood estimation and related topics (Q1786582) (← links)
- Likelihood robust optimization for data-driven problems (Q1789597) (← links)
- Adjusted empirical likelihood estimation of distribution function and quantile with nonignorable missing data (Q1794307) (← links)
- Empirical likelihood inference for mean functionals with nonignorably missing response data (Q1800119) (← links)
- Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence (Q1858935) (← links)
- Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution. (Q1879934) (← links)
- Bounds on coverage probabilities of the empirical likelihood ratio confidence regions. (Q1879935) (← links)
- Adjusted empirical likelihood method for quantiles (Q1880990) (← links)
- An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity (Q1926017) (← links)
- Efficient inferences on the varying-coefficient single-index model with empirical likelihood (Q1927227) (← links)
- Interval estimation of the tail index of a GARCH(1,1) model (Q1936534) (← links)
- Testing for bivariate spherical symmetry (Q1944366) (← links)
- On the approximate frequentist validity of the posterior quantiles of a parametric function: results based on empirical and related likelihoods (Q1944372) (← links)
- Empirical likelihood inference for partially time-varying coefficient errors-in-variables models (Q1950849) (← links)
- The empty set and zero likelihood problems in maximum empirical likelihood estimation (Q1950904) (← links)
- Weighted least squares estimation with missing responses: an empirical likelihood approach (Q1951142) (← links)
- Empirical likelihood based testing for regression (Q1951764) (← links)
- Calibration of the empirical likelihood method for a vector mean (Q1952022) (← links)
- Empty set problem of maximum empirical likelihood methods (Q1952036) (← links)
- A note on residual-based empirical likelihood kernel density estimation (Q1952105) (← links)
- Weighted estimation of the dependence function for an extreme-value distribution (Q1952432) (← links)
- Empirical likelihood estimation for population pharmacokinetic study based on generalized linear model (Q1952800) (← links)
- A new scope of penalized empirical likelihood with high-dimensional estimating equations (Q1990574) (← links)
- Nonlinear measurement errors models subject to partial linear additive distortion (Q1994028) (← links)
- Inference for conditional value-at-risk of a predictive regression (Q1996776) (← links)
- Empirical likelihood inference for non-randomized pretest-posttest studies with missing data (Q2002580) (← links)
- Conditional absolute mean calibration for partial linear multiplicative distortion measurement errors models (Q2008000) (← links)
- Small area estimation under transformed nested-error regression models (Q2010801) (← links)
- Partial penalized empirical likelihood ratio test under sparse case (Q2013032) (← links)
- Empirical likelihood for mixed regressive, spatial autoregressive model based on GMM (Q2023842) (← links)
- Statistical inference for linear regression models with additive distortion measurement errors (Q2029215) (← links)
- Bayesian analysis of restricted penalized empirical likelihood (Q2032227) (← links)
- Improved approximate Bayesian computation methods via empirical likelihood (Q2033303) (← links)
- Empirical likelihood for partially linear single-index models under negatively associated errors (Q2034512) (← links)
- Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts (Q2042529) (← links)
- Clustering of subsample means based on pairwise L1 regularized empirical likelihood (Q2046479) (← links)
- Bounds for monetary-unit sampling in auditing: an adjusted empirical likelihood approach (Q2062410) (← links)
- \(L_1\)-estimation for covariate-adjusted regression (Q2069356) (← links)
- Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model (Q2072816) (← links)
- Wilks' theorem for semiparametric regressions with weakly dependent data (Q2073705) (← links)
- Empirical likelihood ratio test on quantiles under a density ratio model (Q2074322) (← links)
- A model-free subject selection method for active learning classification procedures (Q2075726) (← links)
- Approximate Bayesian conditional copulas (Q2076116) (← links)
- Spatially smoothed kernel densities with application to crop yield distributions (Q2084428) (← links)
- Semiparametric empirical likelihood inference with estimating equations under density ratio models (Q2084477) (← links)
- Empirical likelihood confidence regions for autoregressive models with explanatory variables (Q2089027) (← links)
- Kernel density estimation based distributionally robust mean-CVaR portfolio optimization (Q2089892) (← links)
- A study of data-driven distributionally robust optimization with incomplete joint data under finite support (Q2098046) (← links)
- Nonparametric regression on Lie groups with measurement errors (Q2105204) (← links)
