The following pages link to Empirical likelihood (Q2756704):
Displaying 50 items.
- Bayesian empirical likelihood inference for the generalized binomial AR(1) model (Q2111947) (← links)
- Empirical likelihood in generalized linear models with working covariance matrix (Q2115219) (← links)
- Robust empirical likelihood (Q2117953) (← links)
- Bayesian empirical likelihood inference and order shrinkage for autoregressive models (Q2122804) (← links)
- An empirical likelihood check with varying coefficient fixed effect model with panel data (Q2126031) (← links)
- Empirical likelihood for nonparametric regression models with spatial autoregressive errors (Q2131999) (← links)
- Semiparametric inference on general functionals of two semicontinuous populations (Q2135515) (← links)
- Consistent second-order discrete kernel smoothing using dispersed Conway-Maxwell-Poisson kernels (Q2135878) (← links)
- Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes (Q2140857) (← links)
- Computational analysis of the behavior of stochastic volatility models with financial applications (Q2141573) (← links)
- Fisher information framework for time series modeling (Q2145602) (← links)
- Density ratio model with data-adaptive basis function (Q2146471) (← links)
- Empirical likelihood for spatial dynamic panel data models (Q2151595) (← links)
- Permutation tests under a rotating sampling plan with clustered data (Q2154188) (← 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)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Confidence intervals for the cumulative incidence function via constrained NPMLE (Q2176308) (← links)
- Two-step semiparametric empirical likelihood inference (Q2176605) (← links)
- Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data (Q2176636) (← links)
- Empirical likelihood for generalized functional-coefficient regression models with multiple smoothing variables under right censoring data (Q2183230) (← links)
- Split sample empirical likelihood (Q2189614) (← links)
- Regularized quantile regression for ultrahigh-dimensional data with nonignorable missing responses (Q2189749) (← links)
- Models as approximations. I. Consequences illustrated with linear regression (Q2194566) (← links)
- Depth-based weighted jackknife empirical likelihood for non-smooth \(U\)-structure equations. WJEL for \(U\)-structure equations (Q2195752) (← 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)
- Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
- Modified empirical likelihood-based confidence intervals for data containing many zero observations (Q2228244) (← links)
- Penalized empirical likelihood for partially linear errors-in-variables models (Q2234732) (← links)
- An improved bootstrap test for restricted stochastic dominance (Q2236873) (← links)
- Estimation of tail probabilities by repeated augmented reality (Q2241522) (← links)
- Covariate balancing functional propensity score for functional treatments in cross-sectional observational studies (Q2242173) (← links)
- Empirical likelihood method for multivariate Cox regression (Q2255927) (← links)
- Achieving semiparametric efficiency bound in longitudinal data analysis with dropouts (Q2256745) (← links)
- Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors (Q2256754) (← links)
- On the implementation of LIR: the case of simple linear regression with interval data (Q2259750) (← links)
- Statistical inference on difference or ratio of means from heteroscedastic normal populations (Q2266895) (← links)
- Bias-corrected empirical likelihood in a multi-link semiparametric model (Q2267586) (← links)
- Empirical likelihood based inference for semiparametric varying coefficient partially linear models with error-prone linear covariates (Q2267633) (← links)
- Jackknife empirical likelihood inference for the accelerated failure time model (Q2273154) (← links)
- Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data (Q2273189) (← links)
- Additive hazards model with auxiliary subgroup survival information (Q2274665) (← links)
- Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects (Q2274934) (← links)
- Partial linear models with general distortion measurement errors (Q2283581) (← links)
- Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response (Q2291327) (← links)
- Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts (Q2295257) (← links)
