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-based inference for parameter and nonparametric function in partially nonlinear models (Q397226) (← links)
• Information theory estimators for the first-order spatial autoregressive model (Q406093) (← links)
• Estimating the density of a possibly missing response variable in nonlinear regression (Q413378) (← links)
• New empirical likelihood inference for linear transformation models (Q419260) (← links)
• Empirical likelihood confidence intervals for nonparametric functional data analysis (Q419261) (← links)
• Empirical likelihood inference for partially linear panel data models with fixed effects (Q425718) (← links)
• Testing homogeneity in a semiparametric two-sample problem (Q428351) (← links)
• Smoothed empirical likelihood for ROC curves with censored data (Q432326) (← links)
• Empirical likelihood for varying-coefficient single-index model with right-censored data (Q434232) (← links)
• On the calibration of design weights using a displacement function (Q434247) (← links)
• Two-sample empirical likelihood method for difference between coefficients in linear regression model (Q434386) (← links)
• Confidence interval of the jump activity index based on empirical likelihood using high frequency data (Q434532) (← links)
• Confidence intervals for probability density functions under associated samples (Q434564) (← links)
• Jackknife empirical likelihood tests for distribution functions (Q434573) (← links)
• Empirical likelihood for single-index varying-coefficient models (Q442078) (← links)
• Estimation for non-Gaussian locally stationary processes with empirical likelihood method (Q444216) (← links)
• \(U\)-statistic with side information (Q444948) (← links)
• Divergences and duality for estimation and test under moment condition models (Q447621) (← links)
• Bayesian empirical likelihood for quantile regression (Q447855) (← links)
• Impact of frequentist and Bayesian methods on survey sampling practice: a selective appraisal (Q449821) (← links)
• Confidence regions for high quantiles of a heavy tailed distribution (Q449958) (← links)
• Jackknife empirical likelihood tests for error distributions in regression models (Q450853) (← links)
• Empirical likelihood inferences for the semiparametric additive isotonic regression (Q450872) (← links)
• Semi-empirical likelihood inference for the ROC curve with missing data (Q451192) (← links)
• Empirical likelihood for density-weighted average derivatives (Q451508) (← links)
• Empirical likelihood for partially linear additive errors-in-variables models (Q452279) (← links)
• Optimal portfolio estimation for dependent financial returns with generalized empirical likelihood (Q454470) (← links)
• An empirical likelihood inference for the coefficient difference of a two-sample linear model with missing response data (Q457056) (← links)
• Empirical likelihood-based inference in varying-coefficient single-index models (Q458115) (← links)
• Empirical likelihood for least absolute relative error regression (Q464442) (← links)
• A review of empirical likelihood methods for time series (Q466523) (← links)
• Confidence intervals for the mean based on exponential type inequalities and empirical likelihood (Q470597) (← links)
• Estimating function approach for CHARN models (Q475342) (← links)
• Empirical likelihood for right censored data with covariables (Q477070) (← links)
• Semiparametric empirical likelihood estimation for two-stage outcome-dependent sampling under the frame of generalized linear models (Q477484) (← links)
• Empirical likelihood for high-dimensional linear regression models (Q479491) (← links)
• Smoothed jackknife empirical likelihood inference for ROC curves with missing data (Q495353) (← links)
• Maximum weighted likelihood for discrete choice models with a dependently censored covariate (Q508101) (← links)
• Empirical likelihood method for quantiles with response data missing at random (Q511170) (← links)
• Empirical likelihood for AR-ARCH models based on LAD estimation (Q511188) (← links)
• Block empirical likelihood for partially linear panel data models with fixed effects (Q511566) (← links)
• Hypothesis test on response mean with inequality constraints under data missing when covariables are present (Q513685) (← links)
• Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models (Q513689) (← links)
• A consistent jackknife empirical likelihood test for distribution functions (Q520555) (← links)
• Empirical likelihood for quantile regression models with response data missing at random (Q521584) (← links)
• GEL statistics under weak identification (Q528051) (← links)
• A regularization approach to the many instruments problem (Q528055) (← links)
• Assessing misspecified asset pricing models with empirical likelihood estimators (Q528066) (← links)
• Optimal comparison of misspecified moment restriction models under a chosen measure of fit (Q528067) (← links)
• Hodges-Lehmann optimality for testing moment conditions (Q528073) (← links)