Pages that link to "Item:Q3782608"

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

Displaying 50 items.

• Quantile regression and its empirical likelihood with missing response at random (Q725686) (← links)
• Empirical likelihood for a partially linear model with covariate data missing at random (Q730837) (← links)
• Empirical likelihood estimators for the error distribution in nonparametric regression models (Q734542) (← links)
• Robust empirical likelihood inference for longitudinal data (Q734689) (← links)
• On Bahadur efficiency of empirical likelihood (Q736517) (← links)
• A new class of asymptotically efficient estimators for moment condition models (Q737904) (← links)
• Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (Q738163) (← links)
• Empirical likelihood bivariate nonparametric maximum likelihood estimator with right censored data (Q741156) (← links)
• A penalized empirical likelihood method in high dimensions (Q741795) (← links)
• Varying coefficients partially linear models with randomly censored data (Q744002) (← links)
• Empirical likelihood for partially linear varying-coefficient models with missing response variables and error-prone covariates (Q744744) (← links)
• Adjusted empirical likelihood for right censored lifetime data (Q744813) (← links)
• Empirical likelihood for average derivatives of hazard regression functions (Q745425) (← links)
• Empirical likelihood ratio confidence regions (Q749102) (← links)
• Variable selection using penalized empirical likelihood (Q763671) (← links)
• Empirical likelihood hypothesis test on mean with inequality constraints (Q763673) (← 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)
• Corrected empirical likelihood inference for right-censored partially linear single-index model (Q764495) (← links)
• Optimal portfolios with end-of-period target (Q764803) (← links)
• An alternative two-step generalized method of moments estimator based on a reduced form model (Q777714) (← links)
• Variable selection in generalized random coefficient autoregressive models (Q824522) (← links)
• Reweighted Nadaraya-Watson estimation of conditional density function in the right-censored model (Q826680) (← links)
• Jackknife empirical likelihood for the mean difference of two zero-inflated skewed populations (Q826998) (← links)
• Empirical likelihood and estimating equations for survey data analysis (Q830261) (← 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)
• Empirical likelihood for nonparametric parts in semiparametric varying-coefficient partially linear models (Q840794) (← links)
• Empirical likelihood inference in partially linear single-index models for longitudinal data (Q847425) (← links)
• Empirical likelihood in some semiparametric models (Q850746) (← links)
• On the effect of misspecifying the density ratio model (Q853820) (← 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)
• Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data (Q873612) (← links)
• Merging information for a semiparametric projection density estimation (Q875320) (← links)
• Empirical likelihood inference for the mean residual life under random censorship (Q886329) (← links)
• Corrected empirical likelihood for a class of generalized linear measurement error models (Q887052) (← links)
• An empirical likelihood approach for symmetric \(\alpha\)-stable processes (Q888475) (← links)
• Profile empirical-likelihood inferences for the single-index-coefficient regression model (Q892422) (← links)
• Empirical likelihood for the class of single index hazard regression models (Q892891) (← links)
• Two-sample extended empirical likelihood for estimating equations (Q893162) (← links)
• Bayesian semiparametric hierarchical empirical likelihood spatial models (Q894792) (← links)
• Empirical likelihood inference for the odds ratio of two survival functions under right censoring (Q900967) (← links)
• Joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing samples (Q902401) (← links)
• Generalized Neyman-Pearson optimality of empirical likelihood for testing parameter hypotheses (Q904044) (← 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)