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 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)
• 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)
• Empirical likelihood inference for Oaxaca-Blinder decomposition (Q2083571) (← 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)
• Statistical inferences in a partially linear model with autoregressive errors (Q2087660) (← links)
• Empirical likelihood confidence regions for autoregressive models with explanatory variables (Q2089027) (← links)
• Unified smoothed jackknife empirical likelihood tests for comparing income inequality indices (Q2093124) (← links)
• Imputation-based empirical likelihood inferences for partially nonlinear quantile regression models with missing responses (Q2106833) (← links)
• Bayesian empirical likelihood inference for the generalized binomial AR(1) model (Q2111947) (← links)
• Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model (Q2121175) (← links)
• Bayesian empirical likelihood inference and order shrinkage for autoregressive models (Q2122804) (← links)
• The doubling time analysis for modified infectious disease Richards model with applications to COVID-19 pandemic (Q2130385) (← links)
• Empirical likelihood for varying coefficient partially nonlinear model with missing responses (Q2130773) (← links)
• Empirical likelihood of conditional quantile difference with left-truncated and dependent data (Q2131958) (← links)
• Empirical likelihood for change point detection in autoregressive models (Q2131973) (← links)
• Jackknife empirical likelihood based inference for probability weighted moments (Q2131974) (← links)
• Empirical likelihood and variable selection for partially linear single-index EV models with missing censoring indicators (Q2131976) (← links)
• Empirical likelihood for nonparametric regression models with spatial autoregressive errors (Q2131999) (← links)
• Generalized empirical likelihood for nonsmooth estimating equations with missing data (Q2140848) (← links)
• Empirical likelihood for spatial dynamic panel data models (Q2151595) (← links)
• Statistical inference in massive datasets by empirical likelihood (Q2155010) (← links)
• A new estimation for INAR(1) process with Poisson distribution (Q2155013) (← links)
• Empirical likelihood for partially linear errors-in-variables models with longitudinal data (Q2155655) (← links)
• Bandwidth selection in blocks empirical likelihood method for time series (Q2155994) (← links)
• Efficient empirical likelihood inference for recovery rate of COVID19 under double-censoring (Q2156816) (← links)
• Empirical likelihood confidence interval for difference-in-differences estimator with panel data (Q2158657) (← links)
• Two-step semiparametric empirical likelihood inference (Q2176605) (← links)
• Deville and Särndal's calibration: revisiting a 25-years-old successful optimization problem (Q2177710) (← links)
• Empirical likelihood for generalized functional-coefficient regression models with multiple smoothing variables under right censoring data (Q2183230) (← links)
• A Mann-Whitney test of distributional effects in a multivalued treatment (Q2189101) (← links)
• Split sample empirical likelihood (Q2189614) (← links)
• Empirical likelihood inference with public-use survey data (Q2192309) (← links)
• Depth-based weighted jackknife empirical likelihood for non-smooth \(U\)-structure equations. WJEL for \(U\)-structure equations (Q2195752) (← links)
• On post dimension reduction statistical inference (Q2196236) (← links)
• GRID: a variable selection and structure discovery method for high dimensional nonparametric regression (Q2196249) (← links)
• Adjusted jackknife empirical likelihood for stationary ARMA and ARFIMA models (Q2197602) (← links)
• Conditional SIRS for nonparametric and semiparametric models by marginal empirical likelihood (Q2208382) (← links)
• Empirical likelihood-based inference in regressive model with moment restrictions (Q2217815) (← links)
• Influence function-based empirical likelihood and generalized confidence intervals for the Lorenz curve (Q2220282) (← links)
• Testing multivariate quantile by empirical likelihood (Q2222231) (← links)
• Jackknife empirical likelihood for inequality constraints on regular functionals (Q2225003) (← links)
• Modified empirical likelihood-based confidence intervals for data containing many zero observations (Q2228244) (← links)
• Diagnostic test meta-analysis by empirical likelihood under a Copas-like selection model (Q2230664) (← links)
• A jackknife empirical likelihood approach for testing the homogeneity of \(K\) variances (Q2230668) (← links)
• Penalized empirical likelihood for partially linear errors-in-variables models (Q2234732) (← links)
• Empirical likelihood inference for rank regression with doubly truncated data (Q2245662) (← links)