Empirical likelihood for density-weighted average derivatives

DOI10.1007/s00362-009-0237-5zbMath1247.62117OpenAlexW2026759268MaRDI QIDQ451508

Xuewen Lu, Wanrong Liu

Publication date: 23 September 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-009-0237-5

zbMATH Keywords

kernel smoothingempirical likelihoodsingle-index model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)

Related Items (5)

CLT for integrated square error of density estimators with censoring indicators missing at random ⋮ Robust estimation of single index models with responses missing at random ⋮ On mean derivative estimation of longitudinal and functional data: from sparse to dense ⋮ Asymptotic normality of conditional density estimation with left-truncated and dependent data ⋮ Single-index composite quantile regression with heteroscedasticity and general error distributions

Uses Software

• emplik

Cites Work

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