Empirical likelihood for heteroscedastic partially linear models

DOI10.1016/J.JMVA.2008.05.006zbMath1154.62033OpenAlexW1995634874MaRDI QIDQ1000569

Xuewen Lu

Publication date: 9 February 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.05.006

zbMATH Keywords

kernel estimationheteroscedasticityempirical likelihoodsemiparametric efficiencydouble robustnesspartially linear model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

Related Items (10)

Empirical likelihood inference in autoregressive models with time-varying variances ⋮ Semi-parametric Efficient Inference for Heteroscedastic Semivarying-coefficient Models ⋮ A review on empirical likelihood methods for regression ⋮ Accounting for uncertainty in heteroscedasticity in nonlinear regression ⋮ Empirical likelihood confidence intervals for nonparametric functional data analysis ⋮ Empirical likelihood for the parametric part in partially linear errors-in-function models ⋮ Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data ⋮ Statistical inference for partially linear stochastic models with heteroscedastic errors ⋮ Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model ⋮ Wilks' theorem for semiparametric regressions with weakly dependent data

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Empirical likelihood methods with weakly dependent processes
• Empirical likelihood ratio confidence regions
• Extending the scope of empirical likelihood
• Empirical likelihood for linear models
• Smoothed empirical likelihood confidence intervals for quantiles
• Empirical likelihood and general estimating equations
• Estimation in a semiparametric partially linear errors-in-variables model
• Empirical likelihood for partial linear models
• Empirical likelihood confidence intervals for local linear smoothers
• Methodology and Algorithms of Empirical Likelihood
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• Partially linear models with missing response variables and error-prone covariates
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood-based inference in linear errors-in-covariables models with validation data
• Semiparametric Analysis for Additive Risk Model via Empirical Likelihood
• EMPIRICAL LIKELIHOOD FOR COX REGRESSION MODEL UNDER RANDOM CENSORSHIP
• Efficient semiparametric estimator for heteroscedastic partially linear models

This page was built for publication: Empirical likelihood for heteroscedastic partially linear models