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 processes with estimated parameters under auxiliary information (Q2571227) (← links)
• Empirical likelihood-based inference in linear models with interval censored data (Q2574425) (← links)
• Bartlett-type adjustments for empirical discrepancy test statistics (Q2581636) (← links)
• Empirical likelihood for truncation parameter in random truncation model (Q2581802) (← links)
• Choosing instrumental variables in conditional moment restriction models (Q2628860) (← links)
• Empirical likelihood for single-index models with responses missing at random (Q2628924) (← links)
• Empirical likelihood-based inference for nonparametric recurrent diffusions (Q2630085) (← links)
• Estimation with overidentifying inequality moment conditions (Q2630123) (← links)
• Thinking outside the box: Statistical inference based on Kullback-Leibler empirical projections (Q2643029) (← links)
• Testing treatment effect by combining weighted log-rank tests and using empirical likelihood (Q2643052) (← links)
• Robust confidence intervals for log-location-scale models with right censored data (Q2643278) (← links)
• Empirical likelihood based variable selection (Q2655057) (← links)
• An information-theoretic approach to effective inference for Z-functionals (Q2655593) (← links)
• Mean empirical likelihood inference for response mean with data missing at random (Q2657429) (← links)
• An efficient multiple imputation approach for estimating equations with response missing at random and high-dimensional covariates (Q2661890) (← links)
• Empirical likelihood test for regression coefficients in high dimensional partially linear models (Q2661944) (← links)
• Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear models with missing responses (Q2661948) (← links)
• An empirical likelihood ratio-based omnibus test for normality with an adjustment for symmetric alternatives (Q2662189) (← links)
• Empirical likelihood inference for longitudinal data with covariate measurement errors: an application to the LEAN study (Q2674494) (← links)
• Empirical likelihood inference in the presence of measurement error (Q2714935) (← links)
• On the robustness of empirical likelihood ratio confidence intervals for location (Q2738926) (← links)
• Two-sample nonparametric likelihood inference based on incomplete data with an application to a pneumonia study (Q2786181) (← links)
• Model-free inference for tail risk measures (Q2786682) (← links)
• Empirical φ∗-Divergence Minimizers for Hadamard Differentiable Functionals (Q2787353) (← links)
• On nonsmooth estimating functions via jackknife empirical likelihood (Q2791828) (← links)
• Second-order accurate confidence regions based on members of the generalized power divergence family (Q2791837) (← links)
• Empirical Likelihood for Linear Models Under Linear Process Errors (Q2794789) (← links)
• Empirical likelihood for compound Poisson processes (Q2802816) (← links)
• Random weighting estimation of confidence intervals for quantiles (Q2802825) (← links)
• Empirical likelihood for nonparametric models under linear process errors (Q2802835) (← links)
• Empirical likelihood for outlier detection and estimation in autoregressive time series (Q2802910) (← links)
• A moving blocks empirical likelihood method for longitudinal data (Q2803479) (← links)
• A note on the empirical likelihood confidence band for hazards ratio with covariate adjustment (Q2803514) (← links)
• On Comparing Cumulative Incidence Functions Using an Empirical Likelihood Ratio Type Test (Q2807619) (← links)
• Empirical Analysis of Interval-Censored Failure Time Data with Linear Transformation Models (Q2807632) (← links)
• Empirical likelihood-based inferences for partially linear models with missing covariates (Q2810363) (← links)
• Asymptotic normality of locally modelled regression estimator for functional data (Q2811270) (← links)
• Efficient and robust density estimation using Bernstein type polynomials (Q2811278) (← links)
• Penalized Empirical Likelihood via Bridge Estimator in Cox's Proportional Hazard Model (Q2815373) (← links)
• Using logistic regression for semiparametric comparison of population means and variances (Q2815919) (← links)
• Bartlett correction of empirical likelihood for non-Gaussian short-memory time series (Q2817310) (← links)
• Local information theoretic methods for smooth coefficients dynamic panel data models (Q2817315) (← links)
• Empirical-likelihood-based Test for Partially Linear Single-index Models with Error-prone Linear Covariates (Q2821030) (← links)
• Empirical Likelihood for the Additive Hazards Model with Current Status Data (Q2821037) (← links)
• Empirical likelihood inference for the Rao-Hartley-Cochran sampling design (Q2821475) (← links)
• Testing Serial Correlation in Partially Linear Additive Errors-in-variables Models (Q2828697) (← links)
• Empirical likelihood ratio tests for the linear regression model with inequality constraints (Q2830182) (← links)
• Tests for stochastic ordering under biased sampling (Q2832022) (← links)
• Inferences on partial linear models with right censored data by empirical likelihood (Q2832634) (← links)
• Empirical likelihood dimension reduction inference for partially non-linear error-in-responses models with validation data (Q2834716) (← links)