Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
From MaRDI portal
Publication:3408549
DOI10.1111/j.1467-9868.2006.00556.xzbMath1110.62055OpenAlexW2060231208MaRDI QIDQ3408549
Publication date: 14 November 2006
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9868.2006.00556.x
confidence regioncoverage probabilitychi-square distributionempirical likelihoodpartially linear single-index models
Nonparametric regression and quantile regression (62G08) Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)
Related Items (only showing first 100 items - show all)
A short note on fitting a single-index model with massive data ⋮ Varying-coefficient single-index measurement error model ⋮ Empirical likelihood for partially time-varying coefficient models with dependent observations ⋮ Estimation in Partially Linear Single-Index Models with Missing Covariates ⋮ Inference for Nonparametric Parts in Single-Index Varying-Coefficient Model ⋮ Empirical Likelihood for a Heteroscedastic Partial Linear Errors-in-Variables Model ⋮ Statistical inference on asymptotic properties of two estimators for the partially linear single-index models ⋮ Single-index regression for pooled biomarker data ⋮ Statistical estimation for a partially linear single-index model with errors in all variables ⋮ Empirical likelihood approach for change-point estimation based on residuals in piecewise linear models ⋮ Statistical inferences for varying coefficient partially non linear model with missing covariates ⋮ Multivariate partially linear single-index models: Bayesian analysis ⋮ Estimation of the error distribution function for partial linear single-index models ⋮ Statistical inference of heterogeneous treatment effect based on single-index model ⋮ Partially linear single-index model in the presence of measurement error ⋮ Uniformly valid inference for partially linear high-dimensional single-index models ⋮ Estimation and testing for panel data partially linear single-index models with errors correlated in space and time ⋮ Empirical likelihood in single-index quantile regression with high dimensional and missing observations ⋮ Model-Assisted Uniformly Honest Inference for Optimal Treatment Regimes in High Dimension ⋮ Empirical likelihood and estimation in a partially linear varying coefficient model with right censored data ⋮ Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach ⋮ Semiparametric single index multi change points model with an application of environmental health study on mortality and temperature ⋮ Single index Fréchet regression ⋮ No-Crossing Single-Index Quantile Regression Curve Estimation ⋮ Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors ⋮ LIKELIHOOD INFERENCE ON SEMIPARAMETRIC MODELS WITH GENERATED REGRESSORS ⋮ Empirical likelihood for generalized partially linear varying-coefficient models ⋮ Resampling‐based confidence intervals for model‐free robust inference on optimal treatment regimes ⋮ Empirical Likelihood‐Based Inferences for Generalized Partially Linear Models ⋮ Empirical Likelihood for a Heteroscedastic Partial Linear Model ⋮ Empirical Likelihood for a Partially Linear Single-Index Measurement Error Model with Right-Censored Data ⋮ Empirical likelihood inference for partial functional linear model with missing responses ⋮ Adaptive Nonparametric Comparison of Regression Curves ⋮ Testing Serial Correlation in Partially Linear Single-Index Errors-in-Variables Models ⋮ Statistical estimation in partially linear single-index models with error-prone linear covariates ⋮ Empirical Likelihood for Generalized Partially Linear Single-index Models ⋮ Empirical likelihood for the varying-coefficient single-index model ⋮ Empirical Likelihood Inference for the Parameter in Additive Partially Linear EV Models ⋮ Estimation for single-index and partially linear single-index integrated models ⋮ Variable selection and estimation for partially linear single-index models with longitudinal data ⋮ Generalized varying index coefficient models ⋮ A Bayesian multivariate partially linear single-index probit model for ordinal responses ⋮ Inverse probability weighted estimators for single-index models with missing covariates ⋮ Empirical Likelihood Confidence Intervals for Response Mean with Data Missing at Random ⋮ The Empirical Likelihood Goodness-of-Fit Test for a Regression Model with Randomly Censored Data ⋮ Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models ⋮ Semiparametric inference on partially linear single-index model ⋮ Empirical Likelihood Confidence Region for the Parameter in a Partially Linear Errors-in-Variables Model ⋮ Empirical-likelihood-based Test for Partially Linear Single-index Models with Error-prone Linear Covariates ⋮ Empirical likelihood inference in partially linear single-index models with endogenous covariates ⋮ Empirical Likelihood for Partially Linear Single-Index Errors-in-Variables Model ⋮ Estimation for Partially Linear Single-index Instrumental Variables Models ⋮ Empirical Likelihood Local Polynomial Regression Analysis of Clustered Data ⋮ Semiparametric efficient inferences for generalised partially linear models ⋮ Quantile regression of partially linear single-index model with missing observations ⋮ A partially linear single‐index transformation model and its nonparametric estimation ⋮ Efficient estimation in heteroscedastic single-index models ⋮ Empirical likelihood for single index model with missing covariates at random ⋮ Robust nonparametric derivative estimator ⋮ Empirical Likelihood for Single-Index Regression Models under Negatively Associated Errors ⋮ Empirical likelihood inference for parameters in a partially linear errors-in-variables model ⋮ Two Adjusted Empirical-Likelihood-Based Methods in Generalized Varying-Coefficient Partially Linear Model ⋮ Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model ⋮ Testing the significance of index parameters in varying-coefficient single-index models ⋮ Estimation and empirical likelihood for single-index models with missing data in the covariates ⋮ Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model ⋮ Bayesian empirical likelihood inference and order shrinkage for autoregressive models ⋮ Efficient estimation for the heteroscedastic single-index varying coefficient models ⋮ Estimation in linear regression models with measurement errors subject to single-indexed distortion ⋮ Testing structural change in partially linear single-index models with error-prone linear covariates ⋮ Estimation of a varying coefficient, fixed-effects Cobb-Douglas production function in levels ⋮ Empirical likelihood inference in linear regression with nonignorable missing response ⋮ Iterative GMM for partially linear single-index models with partly endogenous regressors ⋮ Adaptive semiparametric estimation for single index models with jumps ⋮ Empirical likelihood and variable selection for partially linear single-index EV models with missing censoring indicators ⋮ Confidence intervals for high-dimensional partially linear single-index models ⋮ Bayesian analysis of partially linear, single-index, spatial autoregressive models ⋮ Empirical likelihood for single-index models with responses missing at random ⋮ Empirical likelihood inference in partially linear single-index models for longitudinal data ⋮ Estimation for a partial-linear single-index model ⋮ Model structure selection in single-index-coefficient regression models ⋮ Detecting difference between coefficients in linear model using jackknife empirical likelihood ⋮ Covariate-adjusted nonlinear regression ⋮ Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach ⋮ An empirical likelihood method in a partially linear single-index model with right censored data ⋮ Robust and efficient direction identification for groupwise additive multiple-index models and its applications ⋮ Bias-corrected smoothed score function for single-index models ⋮ Two-step semiparametric empirical likelihood inference ⋮ Statistical inferences for partially linear single-index models with error-prone linear covariates ⋮ Partially linear single-index model with missing responses at random ⋮ Statistical inference in partially-varying-coefficient single-index model ⋮ Semiparametric estimation of fixed effects panel data single-index model ⋮ Efficient inferences on the varying-coefficient single-index model with empirical likelihood ⋮ Estimation and empirical likelihood for single-index multiplicative models ⋮ Empirical likelihood for generalized functional-coefficient regression models with multiple smoothing variables under right censoring data ⋮ Quadratic inference functions for partially linear single-index models with longitudinal data ⋮ Multi-index regression models with missing covariates at random ⋮ Corrected empirical likelihood for a class of generalized linear measurement error models ⋮ Zero finite-order serial correlation test in a partially linear single-index model ⋮ Large-sample estimation and inference in multivariate single-index models
Cites Work
- Unnamed Item
- Empirical likelihood methods with weakly dependent processes
- Asymptotics of the goodness-of-fit test for a partial linear model with randomly censored data
- Extending the scope of empirical likelihood
- Empirical likelihood for partial linear models with fixed designs
- Empirical likelihood confidence intervals for linear regression coefficients
- Empirical likelihood confidence intervals for \(M\)-functionals in the presence of auxiliary information
- Asymptotics for kernel estimate of sliced inverse regression
- Nonparametric checks for single-index models
- Alternative Models for the Analysis of Variance
- Sliced Inverse Regression for Dimension Reduction
- Quasi-likelihood Estimation in Semiparametric Models
- Semiparametric Regression in Likelihood-Based Models
- Generalized Partially Linear Single-Index Models
- Model Checks for Generalized Linear Models
- Penalized Spline Estimation for Partially Linear Single-Index Models
This page was built for publication: Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
