EMPIRICAL LIKELIHOOD CONFIDENCE INTERVALS FOR DEPENDENT DURATION DATA

DOI10.1017/S0266466610000162zbMath1207.62104MaRDI QIDQ3081464

Anouar El Ghouch, Ingrid Van Keilegom, Ian W. McKeague

Publication date: 8 March 2011

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Censored data models (62N01) Nonparametric tolerance and confidence regions (62G15)

Related Items (5)

ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA ⋮ Rejoinder on: A review on empirical likelihood methods for regression ⋮ Censored quantile regression processes under dependence and penalization ⋮ Nonparametric estimation of linear functionals of a bivariate distribution under univariate censoring ⋮ Adjusted-range self-normalized confidence interval construction for censored dependent data

Cites Work

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