Pages that link to "Item:Q3782608"

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

Displaying 50 items.

• Empirical Likelihood for the Analysis of Experimental Designs (Q90986) (← links)
• Implementation of a goodness-of-fit test through Khmaladze martingale transformation (Q133700) (← links)
• A Semiparametric Empirical Likelihood Method for Data from an Outcome-Dependent Sampling Scheme with a Continuous Outcome (Q147583) (← links)
• Oracle, multiple robust and multipurpose calibration in a missing response problem (Q252726) (← 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)
• Nonparametric likelihood inference for general autoregressive models (Q257487) (← links)
• Empirical likelihood inference for general transformation models with right censored data (Q260990) (← 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)
• Nonparametric rank based estimation of bivariate densities given censored data conditional on marginal probabilities (Q268400) (← links)
• Plug-in prediction intervals for a special class of standard ARH(1) processes (Q268742) (← 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)
• Empirical likelihood for response differences in two linear regression models with missing data (Q277072) (← links)
• Hypothesis test for the parameters of linear part in the partial linear EV model (Q277115) (← links)
• Efficient information theoretic inference for conditional moment restrictions (Q280207) (← links)
• Information in generalized method of moments estimation and entropy-based moment selection (Q280214) (← links)
• Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood (Q282446) (← links)
• Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309) (← links)
• Empirical likelihood inference for a partially linear errors-in-variables model with covariate data missing at random (Q287859) (← links)
• On the second-order properties of empirical likelihood with moment restrictions (Q289167) (← links)
• An adaptive empirical likelihood test for parametric time series regression models (Q289191) (← links)
• Two-step estimators in partial linear models with missing response variables and error-prone covariates (Q301006) (← links)
• Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
• Testing for uniform stochastic ordering via empirical likelihood (Q314568) (← 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)
• 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)
• Empirical likelihood for partially linear models under negatively associated errors (Q328840) (← links)
• Estimation and inference for additive partially nonlinear models (Q334824) (← links)
• Empirical likelihood inference for INAR(1) model with explanatory variables (Q334846) (← links)
• An empirical likelihood method in a partially linear single-index model with right censored data (Q353595) (← links)
• Empirical likelihood approach to goodness of fit testing (Q358139) (← links)
• Empirical likelihood inference for semi-parametric estimating equations (Q365840) (← links)
• Empirical likelihood inference for estimating equation with missing data (Q365869) (← links)
• Quantile and quantile-function estimations under density ratio model (Q367004) (← links)
• An empirical likelihood method for semiparametric linear regression with right censored data (Q382603) (← links)
• On empirical likelihood inference of a change-point (Q383925) (← 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 likelihood for linear transformation models with interval-censored failure time data (Q391563) (← 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)
• Smoothed empirical likelihood inference for the difference of two quantiles with right censoring (Q393591) (← links)
• Empirical likelihood for longitudinal partially linear model with \(\alpha\)-mixing errors (Q394452) (← links)
• Empirical likelihood for parameters in an additive partially linear errors-in-variables model with longitudinal data (Q395941) (← links)
• Semiparametric inference with a functional-form empirical likelihood (Q397202) (← links)