The following pages link to Empirical likelihood (Q2756704):
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)
- An empirical likelihood ratio based goodness-of-fit test for skew normality (Q257414) (← links)
- A note on the asymptotic behaviour of empirical likelihood statistics (Q257581) (← links)
- Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data (Q257640) (← links)
- Empirical likelihood-based inference in Poisson autoregressive model with conditional moment restrictions (Q264921) (← links)
- Combining estimators to improve structural model estimation and inference under quadratic loss (Q265010) (← links)
- Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors (Q272074) (← links)
- Jackknife empirical likelihood confidence interval for the Gini index (Q273757) (← links)
- Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations (Q276934) (← links)
- Efficient information theoretic inference for conditional moment restrictions (Q280207) (← links)
- On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood (Q280210) (← links)
- Information in generalized method of moments estimation and entropy-based moment selection (Q280214) (← links)
- Estimation and inference in the case of competing sets of estimating equations (Q280215) (← links)
- Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood (Q282446) (← links)
- Exponentially tilted empirical distribution function for ranked set samples (Q287391) (← links)
- Likelihood ratio inference for mean residual life of length-biased random variable (Q287853) (← links)
- Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models (Q288350) (← links)
- On the second-order properties of empirical likelihood with moment restrictions (Q289167) (← links)
- Conditional empirical likelihood estimation and inference for quantile regression models (Q290977) (← links)
- Nearly-singular design in GMM and generalized empirical likelihood estimators (Q295412) (← links)
- The role of beliefs in inference for rational expectations models (Q302207) (← links)
- Jackknife empirical likelihood for linear transformation models with right censoring (Q314584) (← links)
- Empirical likelihood based tests for stochastic ordering under right censorship (Q315396) (← links)
- Inference for intermediate Haezendonck-Goovaerts risk measure (Q320308) (← links)
- A nonparametric test for the evaluation of group sequential clinical trials with covariate information (Q321918) (← links)
- Empirical likelihood confidence tubes for functional parameters in plug-in estimation (Q321919) (← links)
- Detecting difference between coefficients in linear model using jackknife empirical likelihood (Q328099) (← links)
- Robustness of dual divergence estimators for models satisfying linear constraints (Q351393) (← links)
- Empirical likelihood approach to goodness of fit testing (Q358139) (← links)
- Empirical likelihood inference for estimating equation with missing data (Q365869) (← links)
- Kullback-Leibler upper confidence bounds for optimal sequential allocation (Q366995) (← links)
- Quantile and quantile-function estimations under density ratio model (Q367004) (← links)
- Aspects of likelihood inference (Q373536) (← links)
- Empirical likelihood semiparametric nonlinear regression analysis for longitudinal data with responses missing at random (Q379983) (← links)
- An empirical likelihood method for semiparametric linear regression with right censored data (Q382603) (← links)
- Tests for covariance matrix with fixed or divergent dimension (Q385784) (← links)
- Marginal empirical likelihood and sure independence feature screening (Q385789) (← links)
- Empirical likelihood on the full parameter space (Q385793) (← links)
- Empirical and weighted conditional likelihoods for matched case-control studies with missing covariates (Q391680) (← links)
- Empirical likelihood for break detection in time series (Q391854) (← links)
- A revisit to correlation analysis for distortion measurement error data (Q392060) (← links)
- Empirical likelihood for longitudinal partially linear model with \(\alpha\)-mixing errors (Q394452) (← links)
- Semiparametric inference with a functional-form empirical likelihood (Q397202) (← links)
- Second-order asymptotic theory for calibration estimators in sampling and missing-data problems (Q406543) (← links)
- Estimating the density of a possibly missing response variable in nonlinear regression (Q413378) (← links)
- Semi-parametric hybrid empirical likelihood inference for two-sample comparison with censored data (Q415583) (← links)
- New empirical likelihood inference for linear transformation models (Q419260) (← links)
- Empirical likelihood confidence intervals for nonparametric functional data analysis (Q419261) (← links)
