Pages that link to "Item:Q3782608"

The following pages link to Empirical likelihood ratio confidence intervals for a single functional (Q3782608):

Displaying 50 items.

• Estimation for multivariate stable distributions with generalized empirical likelihood (Q528142) (← links)
• Empirical likelihood for semi-varying coefficient models for panel data with fixed effects (Q530374) (← 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)
• Moderate deviations of generalized method of moments and empirical likelihood estimators (Q550173) (← links)
• An empirical likelihood approach to data analysis under two-stage sampling designs (Q552981) (← links)
• Improved additive adjustments for the LR/ELR test statistics (Q553053) (← links)
• Combining empirical likelihood and generalized method of moments estimators: asymptotics and higher order bias (Q553082) (← links)
• A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression (Q605879) (← links)
• Distribution estimation with auxiliary information for missing data (Q607186) (← links)
• Estimation and goodness-of-fit for the Cox model with various types of censored data (Q607218) (← links)
• Empirical likelihood method for the multivariate accelerated failure time models (Q607219) (← links)
• Empirical likelihood for linear models under negatively associated errors (Q608335) (← links)
• Confidence intervals based on empirical statistics: existence of a probability matching prior and connection with frequentist Bartlett adjustability (Q619102) (← links)
• A review on empirical likelihood methods for regression (Q619114) (← links)
• Smoothed jackknife empirical likelihood method for tail copulas (Q619133) (← links)
• Empirical likelihood for quantiles under negatively associated samples (Q619807) (← links)
• ANOVA for longitudinal data with missing values (Q620563) (← links)
• Empirical likelihood for quantile regression models with longitudinal data (Q622464) (← links)
• Empirical likelihood for LAD estimators in infinite variance ARMA models (Q625001) (← links)
• Empirical likelihood inference for diffusion processes with jumps (Q625786) (← links)
• Empirical likelihood inference for semi-parametric varying-coefficient partially linear EV models (Q626416) (← links)
• Empirical likelihood for non-parametric regression models with missing responses: multiple design case (Q628618) (← links)
• Distribution estimation with smoothed auxiliary information (Q628647) (← links)
• Consistent inference for biased sub-model of high-dimensional partially linear model (Q629129) (← links)
• Empirical likelihood for generalized linear models with missing responses (Q630927) (← links)
• Empirical likelihood for the contrast of two hazard functions with right censoring (Q631538) (← links)
• Restricted one way analysis of variance using the empirical likelihood ratio test (Q631630) (← links)
• Blockwise empirical likelihood for time series of counts (Q631632) (← links)
• Empirical likelihood for semiparametric regression model with missing response data (Q632744) (← links)
• High dimensional data analysis using multivariate generalized spatial quantiles (Q632748) (← links)
• Empirical likelihood inference for the accelerated failure time model (Q633055) (← links)
• Jackknife-blockwise empirical likelihood methods under dependence (Q643294) (← links)
• Full likelihood inferences in the Cox model: an empirical likelihood approach (Q645532) (← links)
• An empirical likelihood approach to quantile regression with auxiliary information (Q654462) (← links)
• Empirical likelihood for the parametric part in partially linear errors-in-function models (Q654470) (← links)
• Empirical likelihood inference for probability density functions under association (Q665064) (← links)
• Rank-based empirical likelihood inference on medians of \(k\) populations (Q665068) (← links)
• Confidence intervals for a distribution function in the presence of auxiliary information (Q672078) (← links)
• Empirical likelihood for the bivariate survival function under univariate censoring (Q680391) (← links)
• Empirical likelihood analysis of longitudinal data involving within-subject correlation (Q692725) (← links)
• Assessing goodness-of-fit of generalized logit models based on case-control data (Q697466) (← links)
• Some extensions of Tukey's depth function (Q697473) (← links)
• Empirical likelihood for probability density functions under negatively associated samples (Q710796) (← links)
• A note on Monte Carlo maximization by the density ratio model (Q715773) (← links)
• Some developments in semiparametric statistics (Q715787) (← links)
• Efficient empirical-likelihood-based inferences for the single-index model (Q716173) (← links)
• Empirical Euclidean likelihood for general estimating equations under association dependence (Q716534) (← links)
• Simulation-based consistent inference for biased working model of non-sparse high-dimensional linear regression (Q719477) (← links)