Empirical likelihood for partially time-varying coefficient models with dependent observations

DOI10.1080/10485252.2011.626411zbMath1241.62053OpenAlexW1993536653MaRDI QIDQ2892916

Guo-Liang Fan, Zhen-Sheng Huang, Han-Ying Liang

Publication date: 25 June 2012

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2011.626411

zbMATH Keywords

confidence regions\(\alpha\)-mixing

Mathematics Subject Classification ID

Related Items (4)

A review of empirical likelihood methods for time series ⋮ Block empirical likelihood for partially linear panel data models with fixed effects ⋮ Empirical likelihood for semi-varying coefficient models for panel data with fixed effects ⋮ Variable selection for partially time-varying coefficient error-in-variables models

Cites Work

• Unnamed Item
• Empirical likelihood methods with weakly dependent processes
• Trending time-varying coefficient time series models with serially correlated errors
• Statistical inference in partially time-varying coefficient models
• Local polynomial fitting in semivarying coefficient model
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates
• Empirical likelihood and general estimating equations
• Central limit theorem for linear processes
• Empirical likelihood inference for median regression models for censored survival data
• Trending time series and macroeconomic activity: Some present and future challenges
• Empirical likelihood semiparametric regression analysis under random censorship
• Empirical likelihood for partial linear models
• Variable selection in semiparametric regression modeling
• Empirical likelihood for semiparametric varying-coefficient partially linear regression models
• Empirical likelihood inference for semiparametric model with linear process errors
• Empirical Likelihood for a Heteroscedastic Partial Linear Model
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• Empirical Likelihood for Conditional Density Under Left Truncation and α-Mixing Condition
• Empirical likelihood ratio confidence intervals for a single functional
• Conditions for linear processes to be strong-mixing
• The Analysis of Categorical Data From Complex Sample Surveys: Chi-Squared Tests for Goodness of Fit and Independence in Two-Way Tables
• Generalized empirical likelihood methods for analyzing longitudinal data
• Censored partial linear models and empirical likelihood

This page was built for publication: Empirical likelihood for partially time-varying coefficient models with dependent observations