The following pages link to Empirical likelihood (Q2756704):
Displaying 50 items.
- Censored median regression and profile empirical likelihood (Q713799) (← links)
- A note on Monte Carlo maximization by the density ratio model (Q715773) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- Empirical Euclidean likelihood for general estimating equations under association dependence (Q716534) (← links)
- An extension to empirical likelihood for evaluating probability weighted moments (Q729716) (← links)
- Robust empirical likelihood inference for longitudinal data (Q734689) (← links)
- On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments (Q738046) (← links)
- Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (Q738163) (← links)
- A penalized empirical likelihood method in high dimensions (Q741795) (← links)
- Varying coefficients partially linear models with randomly censored data (Q744002) (← links)
- Robust empirical likelihood inference for generalized partial linear models with longitudinal data (Q764472) (← links)
- Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters (Q764476) (← links)
- Optimal portfolios with end-of-period target (Q764803) (← links)
- Covariance selection and multivariate dependence (Q765841) (← links)
- Calibration procedures for linear regression models with multiplicative distortion measurement errors (Q783272) (← links)
- Variable selection in generalized random coefficient autoregressive models (Q824522) (← links)
- Jackknife empirical likelihood for the mean difference of two zero-inflated skewed populations (Q826998) (← links)
- Jackknife empirical likelihood inference for the Pietra ratio (Q830559) (← links)
- Estimating linear functionals in nonlinear regression with responses missing at random (Q834338) (← links)
- Asymptotic equivalence of empirical likelihood and Bayesian MAP (Q834346) (← links)
- Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion (Q834369) (← links)
- Empirical likelihood for nonparametric parts in semiparametric varying-coefficient partially linear models (Q840794) (← links)
- Safe density ratio modeling (Q842954) (← links)
- Empirical likelihood inference in partially linear single-index models for longitudinal data (Q847425) (← links)
- Empirical likelihood in some semiparametric models (Q850746) (← links)
- Asymptotic results on a general class of empirical statistics: Power and confidence interval properties (Q853843) (← links)
- Efficient prediction for linear and nonlinear autoregressive models (Q869982) (← links)
- A penalized version of the empirical likelihood ratio for the population mean (Q870333) (← links)
- Merging information for a semiparametric projection density estimation (Q875320) (← links)
- Empirical likelihood ratio test for the change-point problem (Q876978) (← links)
- Empirical likelihood test in a posteriori change-point nonlinear model (Q889149) (← links)
- Two-sample extended empirical likelihood for estimating equations (Q893162) (← links)
- Jackknife empirical likelihood inferences for the population mean with ranked set samples (Q893443) (← links)
- Improving estimation efficiency in quantile regression with longitudinal data (Q894786) (← links)
- Bayesian semiparametric hierarchical empirical likelihood spatial models (Q894792) (← links)
- Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data (Q900835) (← links)
- Empirical likelihood calibration estimation for the median treatment difference in observational studies (Q901533) (← links)
- Empirical likelihood inference for Haezendonck-Goovaerts risk measure (Q903683) (← links)
- On the tail index of a heavy tailed distribution (Q904090) (← links)
- A recursive formula for the Kaplan-Meier estimator with mean constraints and its application to empirical likelihood (Q906146) (← links)
- Bootstrap consistency for quadratic forms of sample averages with increasing dimension (Q906304) (← links)
- Empirical likelihood method for linear transformation models (Q907104) (← links)
- Testing serial correlation in semiparametric varying-coefficient partially linear EV models (Q925987) (← links)
- Confidence intervals for marginal parameters under fractional linear regression imputation for missing data (Q928858) (← links)
- Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions (Q929715) (← links)
- Empirical likelihood for linear models in the presence of nuisance parameters (Q945780) (← links)
- Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model (Q945802) (← links)
- Interval estimation of the population mean under model uncertainty: Robust versus empirical statistics (Q951025) (← links)
- A local likelihood method for estimating relative risk functions in case-control studies (Q951029) (← links)
- A note on self-weighted quantile estimation for infinite variance quantile autoregression models (Q952867) (← links)
