Pages that link to "Item:Q1771430"
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The following pages link to A new method of calibration for the empirical loglikelihood ratio (Q1771430):
Displaying 15 items.
- Empirical likelihood intervals for the population mean and quantiles based on balanced ranked set samples (Q257529) (← links)
- Smoothed jackknife empirical likelihood method for tail copulas (Q619133) (← links)
- On the tail index of a heavy tailed distribution (Q904090) (← links)
- Bootstrap and empirical likelihood methods in extremes (Q1003320) (← links)
- Balanced augmented empirical likelihood for regression models (Q1740311) (← links)
- Bounds on coverage probabilities of the empirical likelihood ratio confidence regions. (Q1879935) (← links)
- Calibration of the empirical likelihood method for a vector mean (Q1952022) (← links)
- Adjusted empirical likelihood method for the tail index of a heavy-tailed distribution (Q2322646) (← links)
- Extending the empirical likelihood by domain expansion (Q2851566) (← links)
- A NEW CALIBRATION METHOD OF CONSTRUCTING EMPIRICAL LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR THE TAIL INDEX (Q3429883) (← links)
- Mixture Distributions Based Methods of Calibration for the Empirical Log-Likelihood Ratio (Q3447104) (← links)
- <i>E</i>distribution (Q3526397) (← links)
- Hypothesis testing for two population means: parametric or non-parametric test? (Q5107707) (← links)
- Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization (Q5129181) (← links)
- Inference of high quantiles of a heavy-tailed distribution from block data (Q6132711) (← links)
