Pages that link to "Item:Q619114"
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The following pages link to A review on empirical likelihood methods for regression (Q619114):
Displaying 31 items.
- Empirical likelihood inference for a semiparametric hazards regression model (Q3178636) (← links)
- Empirical likelihood test for equality of two distributions using distance of characteristic functions (Q4559358) (← links)
- TAIL INDEX OF AN AR(1) MODEL WITH ARCH(1) ERRORS (Q4979320) (← links)
- Empirical likelihood-MM (EL-MM) estimation for the parameters of a linear regression model (Q4987645) (← links)
- Sample Out-of-Sample Inference Based on Wasserstein Distance (Q5003729) (← links)
- Empirical likelihood and GMM for spatial models (Q5078915) (← links)
- Empirical likelihood for panel data models with spatial errors (Q5081028) (← links)
- Combining empirical likelihood and robust estimation methods for linear regression models (Q5082863) (← links)
- An alternative algorithm of the empirical likelihood estimation for the parameter of a linear regression model (Q5087464) (← links)
- Empirical likelihood inferences for varying coefficient partially nonlinear models (Q5138550) (← links)
- Empirical likelihood-based robust tests for genetic association analysis with quantitative traits (Q5138757) (← links)
- Nested coordinate descent algorithms for empirical likelihood (Q5219446) (← links)
- Tuning parameter selection for penalised empirical likelihood with a diverging number of parameters (Q5221307) (← links)
- Jackknife empirical likelihood for the error variance in linear models (Q5266559) (← links)
- Empirical likelihood inference in autoregressive models with time-varying variances (Q5880117) (← links)
- Distributed estimation with empirical likelihood (Q6059452) (← links)
- Empirical Likelihood Approach for Aligning Information from Multiple Surveys (Q6064339) (← links)
- Penalized Jackknife Empirical Likelihood in High Dimensions (Q6069864) (← links)
- Empirical Likelihood Ratio Tests for Varying Coefficient Geo Models (Q6086182) (← links)
- Accounting for Non‐ignorable Sampling and Non‐response in Statistical Matching (Q6089892) (← links)
- Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors (Q6164735) (← links)
- Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation (Q6190700) (← links)
- Empirical likelihood ratio tests for non-nested model selection based on predictive losses (Q6201860) (← links)
- Jackknife empirical likelihood for the lower-mean ratio (Q6536878) (← links)
- Density estimation and regression analysis on hyperspheres in the presence of measurement error (Q6536916) (← links)
- Empirical likelihood for spatial cross-sectional data models with matrix exponential spatial specification (Q6542585) (← links)
- Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio (Q6577816) (← links)
- A review of recent advances in empirical likelihood (Q6602013) (← links)
- Gaussian Processes and Bayesian Moment Estimation (Q6617772) (← links)
- Empirical likelihood ratio tests for homogeneity of component lifetime distributions based on system lifetime data (Q6661247) (← links)
- Empirical likelihood based confidence regions for functional of copulas (Q6669479) (← links)