Empirical Likelihood for Nonparametric Models Under Linear Process Errors

DOI10.1111/anzs.12022zbMath1334.62066OpenAlexW2080187655MaRDI QIDQ2802835

Lijun Luo, Qing-Zhu Lei, Yong Song Qin

Publication date: 27 April 2016

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/anzs.12022

zbMATH Keywords

linear processconfidence intervalnonparametric regressionempirical likelihood

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric tolerance and confidence regions (62G15)

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