Two-step semiparametric empirical likelihood inference

DOI10.1214/18-AOS1788zbMath1439.62188MaRDI QIDQ2176605

Francesco Bravo, Juan Carlos Escanciano, Ingrid Van Keilegom

Publication date: 5 May 2020

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1581930123

zbMATH Keywords

empirical likelihoodsemiparametric inferenceWilks' phenomenonhigh-dimensional parameters

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (10)

Generalized empirical likelihood for nonsmooth estimating equations with missing data ⋮ Empirical likelihood confidence interval for difference-in-differences estimator with panel data ⋮ Two-step semiparametric empirical likelihood inference ⋮ Empirical likelihood and estimation in a partially linear varying coefficient model with right censored data ⋮ Locally Robust Semiparametric Estimation ⋮ Reweighted nonparametric likelihood inference for linear functionals ⋮ Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation ⋮ LIKELIHOOD INFERENCE ON SEMIPARAMETRIC MODELS WITH GENERATED REGRESSORS ⋮ Two-step combined nonparametric likelihood estimation of misspecified semiparametric models ⋮ Wilks' theorem for semiparametric regressions with weakly dependent data

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