Pages that link to "Item:Q2482622"
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The following pages link to Empirical likelihood analysis of the Buckley-James estimator (Q2482622):
Displaying 16 items.
- Empirical likelihood approach to goodness of fit testing (Q358139) (← links)
- An empirical likelihood method for semiparametric linear regression with right censored data (Q382603) (← links)
- A review on empirical likelihood methods for regression (Q619114) (← links)
- Empirical likelihood inference for the accelerated failure time model (Q633055) (← links)
- A recursive formula for the Kaplan-Meier estimator with mean constraints and its application to empirical likelihood (Q906146) (← links)
- Empirical likelihood for conditional quantile with left-truncated and dependent data (Q1926002) (← links)
- Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data (Q2176636) (← links)
- Jackknife Empirical Likelihood for the Accelerated Failure Time Model with Censored Data (Q2943797) (← links)
- Empirical Likelihood for Censored Linear Regression and Variable Selection (Q2949877) (← links)
- Test-Based Interval Estimation Under the Accelerated Failure Time Model (Q3447111) (← links)
- The Empirical Likelihood Inference of a Regression Parameter in Censored Partial Linear Models Based on a Piecewise Polynomial (Q3462375) (← links)
- A note on Buckley-James estimators for censored data (Q4364960) (← links)
- A heuristic generalization of smith's buckley james variance estimator (Q4844119) (← links)
- Empirical likelihood analysis for accelerated failure time model using length-biased data (Q5089926) (← links)
- Empirical likelihood inference in autoregressive models with time-varying variances (Q5880117) (← links)
- Comments on: A review on empirical likelihood methods for regression (Q5966112) (← links)
