Pages that link to "Item:Q749102"

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

Displaying 50 items.

• Empirical likelihood semiparametric regression analysis under random censorship (Q1861399) (← links)
• Empirical likelihood confidence region for parameter in the errors-in-variables models. (Q1867197) (← links)
• Nonparametric tests for the mean of a non-negative population (Q1869070) (← links)
• Simultaneous confidence bands for ratios of survival functions via empirical likelihood. (Q1871354) (← links)
• Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution. (Q1879934) (← links)
• Adjusted empirical likelihood method for quantiles (Q1880990) (← links)
• Empirical likelihood for partial linear models (Q1881420) (← links)
• Two-sample empirical likelihood method (Q1903179) (← links)
• On nonparametric likelihood ratio estimation of survival probabilities for censored data (Q1907895) (← links)
• Exponential empirical likelihood is not Bartlett correctable (Q1922411) (← links)
• Empirical likelihood for conditional quantile with left-truncated and dependent data (Q1926002) (← links)
• Statistical inference for generalized random coefficient autoregressive model (Q1931089) (← links)
• Empirical likelihood-based inferences for the area under the ROC curve with covariates (Q1933975) (← links)
• Empirical likelihood-based inferences for the Lorenz curve (Q1934476) (← links)
• Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors (Q1935687) (← links)
• Interval estimation of the tail index of a GARCH(1,1) model (Q1936534) (← links)
• Empirical likelihood approach for treatment effect in pretest-posttest trial (Q1938733) (← links)
• Empirical likelihood-based tests for stochastic ordering (Q1940760) (← links)
• Weighted least squares estimation with missing responses: an empirical likelihood approach (Q1951142) (← links)
• Calibration of the empirical likelihood method for a vector mean (Q1952022) (← 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)
• Empirical likelihood for partially linear models (Q1969728) (← links)
• Computing empirical likelihood from the bootstrap (Q1977630) (← links)
• Empirical likelihood for first-order mixed integer-valued autoregressive model (Q1989865) (← links)
• A new scope of penalized empirical likelihood with high-dimensional estimating equations (Q1990574) (← links)
• Inference for conditional value-at-risk of a predictive regression (Q1996776) (← links)
• Empirical likelihood based inference for generalized additive partial linear models (Q2007505) (← links)
• Calibrated bootstrap and saddlepoint approximations of finite population \(L\)-statistics (Q2010115) (← links)
• Small area estimation under transformed nested-error regression models (Q2010801) (← links)
• Partial penalized empirical likelihood ratio test under sparse case (Q2013032) (← links)
• Jackknife empirical likelihood inference with regression imputation and survey data (Q2015066) (← links)
• Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance (Q2023456) (← links)
• Semiparametric likelihood-based inference for censored data with auxiliary information from external massive data sources (Q2023737) (← links)
• Empirical likelihood for spatial autoregressive models with spatial autoregressive disturbances (Q2023825) (← links)
• Empirical likelihood for mixed regressive, spatial autoregressive model based on GMM (Q2023842) (← links)
• Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects (Q2029210) (← links)
• Bayesian analysis of restricted penalized empirical likelihood (Q2032227) (← links)
• Statistical inference for the heteroscedastic partially linear varying-coefficient errors-in-variables model with missing censoring indicators (Q2045294) (← links)
• Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables (Q2057845) (← links)
• Empirical likelihood of quantile difference with missing response when high-dimensional covariates are present (Q2065642) (← links)
• Empirical likelihood inference in general linear model with missing values in response and covariates by MNAR mechanism (Q2066511) (← links)
• \(L_1\)-estimation for covariate-adjusted regression (Q2069356) (← links)
• Jackknifing for partially linear varying-coefficient errors-in-variables model with missing response at random (Q2069563) (← links)
• Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model (Q2072816) (← links)
• Empirical likelihood meta-analysis with publication bias correction under copas-like selection model (Q2075450) (← links)
• A jackknife empirical likelihood ratio test for strong mean inactivity time order (Q2081750) (← links)
• Spatially smoothed kernel densities with application to crop yield distributions (Q2084428) (← links)
• Statistical inferences in a partially linear model with autoregressive errors (Q2087660) (← links)
• Empirical likelihood confidence regions for autoregressive models with explanatory variables (Q2089027) (← links)