Pages that link to "Item:Q3782608"

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

Displaying 50 items.

• Smoothed jackknife empirical likelihood for the one-sample difference of quantiles (Q1662119) (← links)
• Small sample inference for probabilistic index models (Q1662182) (← links)
• A test for equality of two distributions via jackknife empirical likelihood and characteristic functions (Q1663149) (← links)
• Jackknife empirical likelihood inference for the mean absolute deviation (Q1663195) (← links)
• Adjusted blockwise empirical likelihood for long memory time series models (Q1663616) (← links)
• Portfolio optimization based on stochastic dominance and empirical likelihood (Q1668578) (← links)
• Bayesian empirical likelihood methods for quantile comparisons (Q1674043) (← links)
• The rationality of expectations formation (Q1675028) (← links)
• Smoothed jackknife empirical likelihood for the difference of two quantiles (Q1680799) (← links)
• Asymptotic normality of quadratic forms with random vectors of increasing dimension (Q1686240) (← links)
• Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models (Q1687323) (← links)
• Empirical likelihood ratio in penalty form and the convex hull problem (Q1689485) (← links)
• Adjusted empirical likelihood for time series models (Q1698218) (← links)
• Empirical likelihood based inference for conditional Pareto-type tail index (Q1698259) (← links)
• Generalized and robustified empirical depths for multivariate data (Q1726846) (← links)
• Empirical likelihood inference for semi-parametric transformation models with length-biased sampling (Q1727858) (← links)
• The empirical likelihood approach to quantifying uncertainty in sample average approximation (Q1728245) (← links)
• Efficient estimation in a regression model with missing responses (Q1731157) (← links)
• Empirical likelihood approach toward discriminant analysis for dynamics of stable processes (Q1731205) (← links)
• Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information (Q1731265) (← links)
• Nonparametric testing for multiple survival functions with noninferiority margins (Q1731753) (← links)
• Inference about the slope in linear regression: an empirical likelihood approach (Q1733121) (← links)
• A simple empirical likelihood ratio test for normality based on the moment constraints of a half-normal distribution (Q1733136) (← links)
• Empirical likelihood inference for functional coefficient ARCH-M model (Q1734927) (← links)
• Testing with exponentially tilted empirical likelihood (Q1739343) (← links)
• Balanced augmented empirical likelihood for regression models (Q1740311) (← links)
• A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning (Q1740313) (← links)
• Hypothesis testing via a penalized-likelihood approach (Q1740315) (← links)
• Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data (Q1744028) (← links)
• Empirical likelihood-based inference in generalized random coefficient autoregressive model with conditional moment restrictions (Q1757362) (← links)
• Data driven confidence intervals for diffusion process using double smoothing empirical likelihood (Q1757374) (← links)
• Inference functions and quadratic score tests (Q1764309) (← links)
• Efficient semiparametric estimators via modified profile likelihood (Q1765673) (← links)
• Sieve empirical likelihood ratio tests for nonparametric functions (Q1766120) (← links)
• Quasi-likelihood from \(M\)-estimators: a numerical comparison with empirical likelihood (Q1766969) (← links)
• Likelihood-based imputation inference for mean functionals in the presence of missing responses (Q1768091) (← links)
• A new method of calibration for the empirical loglikelihood ratio (Q1771430) (← links)
• Iterated smoothed bootstrap confidence intervals for population quantiles (Q1781168) (← links)
• Empirical likelihood for varying coefficient EV models under longitudinal data (Q1782039) (← links)
• Maximum empirical likelihood estimation and related topics (Q1786582) (← links)
• Robust estimation and empirical likelihood inference with exponential squared loss for panel data models (Q1787341) (← links)
• Generalized empirical likelihood specification test robust to local misspecification (Q1788007) (← links)
• Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes (Q1793812) (← links)
• Empirical likelihood inference for mean functionals with nonignorably missing response data (Q1800119) (← links)
• Nonparametric likelihood ratio confidence bands for quantile functions from incomplete survival data (Q1816587) (← links)
• Empirical likelihood ratio test for or against a set of inequality constraints. (Q1817295) (← links)
• Generalized likelihood ratio statistics and Wilks phenomenon (Q1848858) (← links)
• Empirical likelihood-based inference under imputation for missing response data (Q1848961) (← links)
• The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis. (Q1858925) (← links)
• Confidence intervals in generalized method of moments models (Q1858927) (← links)