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Publication:2756704
zbMath0989.62019MaRDI QIDQ2756704
Publication date: 18 November 2001
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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two‐phase studies, Improved composite quantile regression and variable selection with nonignorable dropouts, Empirical Likelihood Approach for Aligning Information from Multiple Surveys, Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles, A nonparametric two‐sample test using a general φ‐divergence‐based mutual information, Restricted survival benefit with right‐censored data, Penalized Jackknife Empirical Likelihood in High Dimensions, Some Theoretical and Practical Aspects of Empirical Likelihood Methods for Complex Surveys, Likelihood-type confidence regions for optimal sensitivity and specificity of a diagnostic test, Calibrated regression estimation using empirical likelihood under data fusion, Multiply robust estimation of the average treatment effect with missing outcomes, Penalized empirical likelihood for high-dimensional generalized linear models with longitudinal data, Robust empirical likelihood inference for partially linear varying coefficient models with longitudinal data, A multiple robust propensity score method for longitudinal analysis with intermittent missing data, Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process, A nonparametric Bayesian analysis for meningococcal disease counts based on integer-valued threshold time series models, Semiparametric models and inference for the effect of a treatment when the outcome is nonnegative with clumping at zero, Inference for short‐memory time series models based on modified empirical likelihood, Empirical Likelihood Ratio Tests for Varying Coefficient Geo Models, Stable Asymptotics for M‐estimators, Calibration Techniques Encompassing Survey Sampling, Missing Data Analysis and Causal Inference, Accounting for Non‐ignorable Sampling and Non‐response in Statistical Matching, Small Area Quantile Estimation, On the aggregation of probability assessments: regularized mixtures of predictive densities for eurozone inflation and real interest rates, Distributed Empirical Likelihood Approach to Integrating Unbalanced Datasets, Bayesian analysis of longitudinal data via empirical likelihood, Inference about the arithmetic average of log transformed data, Semiparametric Bayesian doubly robust causal estimation, Bootstrap inference for a class of non-regular estimators, A Generalized Integration Approach to Association Analysis with Multi-category Outcome: An Application to a Tumor Sequencing Study of Colorectal Cancer and Smoking, A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5, Efficient estimation of a Cox model when integrating the subgroup incidence rate information, Risk Projection for Time-to-Event Outcome Leveraging Summary Statistics With Source Individual-Level Data, Maximum likelihood estimation for outcome‐dependent samples, A nonparametric binomial likelihood approach for causal inference in instrumental variable models, Inference of high quantiles of a heavy-tailed distribution from block data, Bayesian and influence function‐based empirical likelihoods for inference of sensitivity to the early diseased stage in diagnostic tests, Improving estimation efficiency for two-phase, outcome-dependent sampling studies, Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors, A unified framework of multiply robust estimation approaches for handling incomplete data, Two-sample nonparametric test for proportional reversed hazards, A note on semiparametric efficient generalization of causal effects from randomized trials to target populations, Empirical likelihood for special self-exciting threshold autoregressive models with heavy-tailed errors, Estimation and testing of multivariate random coefficient autoregressive model based on empirical likelihood, Absolute logarithmic calibration for correlation coefficient with multiplicative distortion, Empirical likelihood based tests for detecting the presence of significant predictors in marginal quantile regression, Empirical likelihood with censored data, Synthesizing secondary data into survival analysis to improve estimation efficiency, Empirical-likelihood-based hypothesis tests for the means of two zero-inflated populations, Reweighted nonparametric likelihood inference for linear functionals, Test for Zero Mean of Errors In An ARMA-GGARCH Model After Using A Median Inference, Nonlinear regression models with single‐index heteroscedasticity, Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation, Maximum augmented empirical likelihood estimation of categorical marginal models for large sparse contingency tables, Bayesian multiple quantile regression for linear models using a score likelihood, Empirical likelihood ratio tests for non-nested model selection based on predictive losses, Unnamed Item, What Teachers Should Know About the Bootstrap: Resampling in the Undergraduate Statistics Curriculum, A review of compositional data analysis and recent advances, Empirical likelihood tests for nonparametric detection of differential expression from RNA-seq data, Bayesian computation: a summary of the current state, and samples backwards and forwards, Recent developments in bootstrap methodology, Comments on: A review on empirical likelihood methods for regression, Finite-sample properties of the adjusted empirical likelihood, A multi-step kernel–based regression estimator that adapts to error distributions of unknown form, An efficient and robust inference method based on empirical likelihood in longitudinal data analysis, Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach, Testing for Restricted Stochastic Dominance, Identification and Identification Failure for Treatment Effects Using Structural Systems, Empirical Likelihood-Based Inference for Poverty Measures with Relative Poverty Lines, Empirical likelihood for panel data models with spatial errors, TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL, A new empirical likelihood ratio goodness of fit test for normality based on moment constraints, Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning, Empirical likelihood ratio under infinite second moment for two-sample problems, Combining empirical likelihood and robust estimation methods for linear regression models, Testing symmetry of model errors for nonparametric regression models by using correlation coefficient1, Empirical likelihood-based unified confidence region for a predictive regression model, Nonlinear regression models with profile nonlinear least squares estimation, Correlation coefficient-based measure for checking symmetry or asymmetry of a continuous variable with additive distortion, Detection the symmetry or asymmetry of model errors in partial linear models, Measuring the symmetry of model errors for varying coefficient regression models based on correlation coefficient, Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood, Empirical likelihood method for complete independence test on high-dimensional data, An alternative algorithm of the empirical likelihood estimation for the parameter of a linear regression model, Estimation of the error distribution function for partial linear single-index models, Nonparametric interval estimation for the mean of a zero-inflated population, Calibration using power transformation, Empirical likelihood analysis for accelerated failure time model using length-biased data, Empirical likelihood based inference for varying coefficient panel data models with fixed effect, Empirical likelihood estimation for linear regression models with AR(p) error terms with numerical examples, Penalized empirical likelihood inference for the GINAR(p) model, On copula moment: empirical likelihood based estimation method, Empirical-likelihood-based confidence intervals for quantile regression models with longitudinal data, Robust Simulation with Likelihood-Ratio Constrained Input Uncertainty, Correlation analysis with additive distortion measurement errors, On confidence intervals for the mean past lifetime function under random censorship, Estimation of the simultaneous confidence regions for the ratios of quantile residual lifetimes, Nonlinear regression models with general distortion measurement errors, Hypothesis testing for two population means: parametric or non-parametric test?, Multiplicative distortion measurement errors linear models with general moment identifiability condition, Semiparametric regression using empirical likelihood with shape information, A multiply robust Mann-Whitney test for non-randomised pretest-posttest studies with missing data, Nonparametric-likelihood inference based on cost-effectively-sampled-data, Empirical likelihood for generalized partially linear varying-coefficient models, Comparison of empirical likelihood and its dual likelihood under density ratio model, F-distribution calibrated empirical likelihood ratio tests for multiple hypothesis testing, Semiparametric inference for estimating equations with nonignorably missing covariates, Empirical likelihood ratio test for a mean change point model with a linear trend followed by an abrupt change, An extensive power evaluation of a novel two-sample density-based empirical likelihood ratio test for paired data with an application to a treatment study of attention-deficit/hyperactivity disorder and severe mood dysregulation, Parametric and nonparametric confidence intervals for estimating the difference of means of two skewed populations, Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization, Jackknife empirical likelihood method for testing the equality of two variances, Statistical diagnosis for non-parametric regression models with random right censorship based on the empirical likelihood method, On Nonnegative Matrix Factorization Algorithms for Signal-Dependent Noise with Application to Electromyography Data, Evaluating the relative merits of competing models based on empirical likelihood ratio test, An efficient correction to the density-based empirical likelihood ratio goodness-of-fit test for the inverse Gaussian distribution, Bayesian semiparametric density ratio modelling with applications to medical malpractice reform, NONPARAMETRIC INFERENCE FOR CONDITIONAL QUANTILES OF TIME SERIES, Weighted composite quantile regression method via empirical likelihood for non linear models, Empirical likelihood inference for partial functional linear model with missing responses, A Progressive Block Empirical Likelihood Method for Time Series, Robust Actuarial Risk Analysis, Empirical likelihood confidence intervals for the mean of a long‐range dependent process, A Robust Consistent Information Criterion for Model Selection Based on Empirical Likelihood, Variance-based regularization with convex objectives, Nonparametric hypothesis testing for equality of means on the simplex, Kernel Balancing: A flexible non-parametric weighting procedure for estimating causal effects, An R package and a study of methods for computing empirical likelihood, A simulation study on the confidence interval procedures of some mean cumulative function estimators, Nested coordinate descent algorithms for empirical likelihood, Linear regression analysis with inequality constraints on the regression parameters via empirical likelihood, A density-based empirical likelihood ratio goodness-of-fit test for the Rayleigh distribution and power comparison, Stress testing correlation matrix: a maximum empirical likelihood approach, Unnamed Item, Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process, Robust Wasserstein profile inference and applications to machine learning, Reduce the computation in jackknife empirical likelihood for comparing two correlated Gini indices, Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision, Jackknife empirical likelihood for comparing two Gini indices, Unnamed Item, Empirical Likelihood in Causal Inference, Inference in the presence of redundant moment conditions and the impact of government health expenditure on health outcomes in England, Weighted empirical likelihood for quantile regression with non ignorable missing covariates, The empirical likelihood estimation of the quantile function under the multiplicative intercept risk model, Detection of the symmetry of model errors for partial linear single-index models, Empirical Likelihood and Ranking Methods, A Simple Density-Based Empirical Likelihood Ratio Test for Independence
