Pages that link to "Item:Q1018635"

The following pages link to Extending the scope of empirical likelihood (Q1018635):

Displaying 50 items.

• Empirical Likelihood for the Analysis of Experimental Designs (Q90986) (← links)
• An extended empirical saddlepoint approximation for intractable likelihoods (Q127258) (← links)
• Test for a mean vector with fixed or divergent dimension (Q254394) (← links)
• A note on the asymptotic behaviour of empirical likelihood statistics (Q257581) (← links)
• Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood (Q282446) (← links)
• An adaptive empirical likelihood test for parametric time series regression models (Q289191) (← links)
• A randomness test for functional panels (Q311801) (← links)
• Empirical likelihood test for high-dimensional two-sample model (Q313106) (← links)
• Empirical likelihood confidence tubes for functional parameters in plug-in estimation (Q321919) (← links)
• Empirical likelihood approach to goodness of fit testing (Q358139) (← links)
• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• Aspects of likelihood inference (Q373536) (← links)
• Tests for covariance matrix with fixed or divergent dimension (Q385784) (← links)
• Marginal empirical likelihood and sure independence feature screening (Q385789) (← links)
• Empirical likelihood for linear transformation models with interval-censored failure time data (Q391563) (← links)
• Generalized \(F\) test for high dimensional linear regression coefficients (Q391594) (← links)
• New empirical likelihood inference for linear transformation models (Q419260) (← links)
• Empirical likelihood confidence intervals for nonparametric functional data analysis (Q419261) (← links)
• Divergences and duality for estimation and test under moment condition models (Q447621) (← links)
• Empirical likelihood inferences for the semiparametric additive isotonic regression (Q450872) (← links)
• A review of empirical likelihood methods for time series (Q466523) (← links)
• Empirical likelihood for high-dimensional linear regression models (Q479491) (← links)
• Smoothed jackknife empirical likelihood inference for ROC curves with missing data (Q495353) (← links)
• Semiparametric analysis in double-sampling designs via empirical likelihood (Q549923) (← links)
• A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression (Q605879) (← links)
• A review on empirical likelihood methods for regression (Q619114) (← links)
• Rejoinder on: A review on empirical likelihood methods for regression (Q619116) (← links)
• Empirical likelihood for the parametric part in partially linear errors-in-function models (Q654470) (← links)
• Empirical likelihood for the bivariate survival function under univariate censoring (Q680391) (← links)
• Simulation-based consistent inference for biased working model of non-sparse high-dimensional linear regression (Q719477) (← links)
• A penalized empirical likelihood method in high dimensions (Q741795) (← links)
• Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters (Q764476) (← links)
• Asymptotic equivalence of empirical likelihood and Bayesian MAP (Q834346) (← links)
• Empirical likelihood for the class of single index hazard regression models (Q892891) (← links)
• Bernshteĭn-von Mises theorems for nonparametric function analysis via locally constant modelling: a unified approach (Q899548) (← links)
• Empirical likelihood confidence band for the difference of survival functions under proportional hazards model (Q900956) (← links)
• Bootstrap consistency for quadratic forms of sample averages with increasing dimension (Q906304) (← links)
• Empirical likelihood for linear models in the presence of nuisance parameters (Q945780) (← links)
• Semiparametric inference for transformation models via empirical likelihood (Q979238) (← links)
• Empirical likelihood for heteroscedastic partially linear models (Q1000569) (← links)
• Empirical likelihood for estimating equations with missing values (Q1002169) (← links)
• Two-step generalised empirical likelihood inference for semiparametric models (Q1021839) (← links)
• Signed rank based empirical likelihood for the symmetric location model (Q1640923) (← links)
• Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach (Q1658991) (← links)
• Asymptotic normality of quadratic forms with random vectors of increasing dimension (Q1686240) (← links)
• Moment conditions selection based on adaptive penalized empirical likelihood (Q1724007) (← links)
• Inference about the slope in linear regression: an empirical likelihood approach (Q1733121) (← links)
• Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data (Q1744028) (← links)
• Maximum empirical likelihood estimation and related topics (Q1786582) (← links)
• Weighted least squares estimation with missing responses: an empirical likelihood approach (Q1951142) (← links)