Pages that link to "Item:Q749102"

The following pages link to Empirical likelihood ratio confidence regions (Q749102):

Displaying 50 items.

• New empirical likelihood inference for linear transformation models (Q419260) (← links)
• Empirical likelihood confidence intervals for nonparametric functional data analysis (Q419261) (← 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)
• Two-sample empirical likelihood method for difference between coefficients in linear regression model (Q434386) (← 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)
• Combining quasi and empirical likelihoods in generalized linear models with missing responses (Q444951) (← links)
• Bootstrapping in non-regular smooth function models (Q444959) (← links)
• Divergences and duality for estimation and test under moment condition models (Q447621) (← links)
• Fiducial inference under nonparametric situations (Q449358) (← links)
• An empirical likelihood confidence interval for the volume under ROC surface (Q449430) (← links)
• Confidence regions for high quantiles of a heavy tailed distribution (Q449958) (← links)
• Posterior consistency of nonparametric conditional moment restricted models (Q449980) (← 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)
• An empirical likelihood method for spatial regression (Q451300) (← 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)
• Empirical likelihood based weighted GMM estimation with missing response at random (Q464586) (← 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)
• 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)
• Non-parametric confidence intervals for covariance and correlation (Q483495) (← links)
• The signed-rank estimator for nonlinear regression with responses missing at random (Q491405) (← links)
• Smoothed jackknife empirical likelihood inference for ROC curves with missing data (Q495353) (← 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)
• Empirical likelihood for semi-varying coefficient models for panel data with fixed effects (Q530374) (← links)
• Empirical likelihood block bootstrapping (Q530588) (← links)
• EL inference for partially identified models: large deviations optimality and bootstrap validity (Q530963) (← links)
• Empirical likelihood based confidence regions for first order parameters of heavy-tailed distribu\-tions (Q538133) (← links)
• Semiparametric analysis in double-sampling designs via empirical likelihood (Q549923) (← links)
• An empirical likelihood approach to data analysis under two-stage sampling designs (Q552981) (← links)
• Combining conditional and unconditional moment restrictions with missing responses (Q604358) (← links)
• A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression (Q605879) (← links)