Pages that link to "Item:Q749102"

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

Displaying 50 items.

• Corrected empirical likelihood inference for right-censored partially linear single-index model (Q764495) (← links)
• Learning models with uniform performance via distributionally robust optimization (Q820804) (← links)
• Empirical likelihood test for the equality of several high-dimensional covariance matrices (Q824242) (← 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)
• Semi-parametric homogeneity test and sample size calculation for a two-sample problem under an inequality constraint (Q830739) (← 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)
• An information-theoretic approach to the effective usage of auxiliary information from survey data (Q853817) (← links)
• A penalized version of the empirical likelihood ratio for the population mean (Q870333) (← links)
• Empirical likelihood ratio test for the change-point problem (Q876978) (← links)
• Corrected empirical likelihood for a class of generalized linear measurement error models (Q887052) (← 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)
• Semi-parametric rank regression with missing responses (Q893172) (← links)
• Jackknife empirical likelihood inferences for the population mean with ranked set samples (Q893443) (← links)
• GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← 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)
• Empirical likelihood inference for Haezendonck-Goovaerts risk measure (Q903683) (← links)
• On the tail index of a heavy tailed distribution (Q904090) (← 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)
• Nonparametric estimation of linear functionals of a bivariate distribution under univariate censoring (Q935456) (← links)
• Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model (Q945802) (← links)
• Empirical likelihood inference for partial linear models under martingale difference sequence (Q956361) (← links)
• Empirical likelihood based confidence intervals for copulas (Q958913) (← links)
• Combining quantitative trait loci analyses and microarray data: an empirical likelihood approach (Q961325) (← links)
• Empirical likelihood based diagnostics for heteroscedasticity in partial linear models (Q961806) (← links)
• Adaptive confidence region for the direction in semiparametric regressions (Q968488) (← links)
• Smoothed jackknife empirical likelihood method for ROC curve (Q968504) (← links)
• Bartlett correctable two-sample adjusted empirical likelihood (Q972896) (← links)
• Empirical likelihood method for intermediate quantiles (Q973189) (← links)
• Semiparametric inference for transformation models via empirical likelihood (Q979238) (← links)
• Empirical likelihood for the smoothed LAD estimator in infinite variance autoregressive models (Q988118) (← links)
• On empirical likelihood for linear models with missing responses (Q989267) (← links)
• Weighted empirical likelihood for generalized linear models with longitudinal data (Q989271) (← links)
• Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
• Empirical likelihood for heteroscedastic partially linear models (Q1000569) (← links)
• Empirical likelihood for estimating equations with missing values (Q1002169) (← links)
• Smoothed weighted empirical likelihood ratio confidence intervals for quantiles (Q1002548) (← links)
• Bootstrap and empirical likelihood methods in extremes (Q1003320) (← links)
• An alternative to the \(m\) out of \(n\) bootstrap (Q1007457) (← links)
• Combined multiple testing by censored empirical likelihood (Q1007460) (← links)
• Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models (Q1007470) (← links)
• Partially parametric interval estimation of Pr\(\{Y>X\}\) (Q1010537) (← links)
• Empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models (Q1012104) (← links)