Pages that link to "Item:Q995419"
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The following pages link to Point estimation with exponentially tilted empirical likelihood (Q995419):
Displaying 50 items.
- A doubly corrected robust variance estimator for linear GMM (Q98316) (← links)
- Exponentially tilted empirical distribution function for ranked set samples (Q287391) (← links)
- Nearly-singular design in GMM and generalized empirical likelihood estimators (Q295412) (← links)
- Generalized moment estimation of stochastic differential equations (Q311323) (← links)
- Semiparametric inference with a functional-form empirical likelihood (Q397202) (← links)
- Divergences and duality for estimation and test under moment condition models (Q447621) (← links)
- Bayesian empirical likelihood for quantile regression (Q447855) (← links)
- Hodges-Lehmann optimality for testing moment conditions (Q528073) (← links)
- Combining empirical likelihood and generalized method of moments estimators: asymptotics and higher order bias (Q553082) (← links)
- Quasi-concave density estimation (Q605936) (← links)
- Two-stage empirical likelihood for longitudinal neuroimaging data (Q641058) (← links)
- On Bahadur efficiency of empirical likelihood (Q736517) (← links)
- Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (Q738163) (← links)
- Bayesian semiparametric hierarchical empirical likelihood spatial models (Q894792) (← links)
- Adjusted empirical likelihood with high-order precision (Q973869) (← links)
- A propensity score adjustment method for regression models with nonignorable missing covariates (Q1660142) (← links)
- Exponentially tilted likelihood inference on growing dimensional unconditional moment models (Q1680189) (← links)
- Posterior simulation via the exponentially tilted signed root log-likelihood ratio (Q1695516) (← links)
- Testing with exponentially tilted empirical likelihood (Q1739343) (← links)
- Robust small sample accurate inference in moment condition models (Q1927103) (← links)
- Robust empirical likelihood (Q2117953) (← links)
- The empirical saddlepoint estimator (Q2154965) (← links)
- Score tests in GMM: why use implied probabilities? (Q2224881) (← links)
- Robust estimation with exponentially tilted Hellinger distance (Q2236869) (← links)
- GMM and misspecification correction for misspecified models with diverging number of parameters (Q2300520) (← links)
- Bayesian empirical likelihood for ridge and Lasso regressions (Q2305317) (← links)
- Improved density and distribution function estimation (Q2326987) (← links)
- Smoothed GMM for quantile models (Q2330749) (← links)
- Saddlepoint expansions for GEL estimators (Q2353365) (← links)
- Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory (Q2448409) (← links)
- On Bartlett correctability of empirical likelihood in generalized power divergence family (Q2452773) (← links)
- Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators (Q2512610) (← links)
- Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions (Q3007555) (← links)
- TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD (Q3081462) (← links)
- GEL CRITERIA FOR MOMENT CONDITION MODELS (Q3108566) (← links)
- Bayesian Estimation and Comparison of Moment Condition Models (Q3121558) (← links)
- Adjusted Exponentially Tilted Likelihood with Applications to Brain Morphology (Q3183241) (← links)
- Empirical phi-divergence test statistics for testing simple and composite null hypotheses (Q3462132) (← links)
- The Information Geometric Structure of Generalized Empirical Likelihood Estimators (Q3518496) (← links)
- GMC/GEL estimation of stochastic volatility models (Q4607338) (← links)
- Joint Estimation of the Mean and Error Distribution in Generalized Linear Models (Q4975342) (← links)
- Two-step combined nonparametric likelihood estimation of misspecified semiparametric models (Q4987551) (← links)
- Empirical likelihood and GMM for spatial models (Q5078915) (← links)
- Identification and Identification Failure for Treatment Effects Using Structural Systems (Q5080548) (← links)
- Misspecified semiparametric model selection with weakly dependent observations (Q5095825) (← links)
- Hypothesis testing for two population means: parametric or non-parametric test? (Q5107707) (← links)
- LIKELIHOOD INFERENCE ON SEMIPARAMETRIC MODELS WITH GENERATED REGRESSORS (Q5118574) (← links)
- Semiparametric estimation of moment condition models with weakly dependent data (Q5266557) (← links)
- Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood (Q5327293) (← links)
- STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA (Q5397670) (← links)
