Empirical likelihood confidence regions for semi-varying coefficient models with linear process errors

DOI10.1080/10485252.2012.751385zbMath1297.62106OpenAlexW2158303204MaRDI QIDQ5299872

Xue-Mei Hu, Xiao Hui Liu

Publication date: 24 June 2013

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

Full work available at URL: https://doi.org/10.1080/10485252.2012.751385

zbMATH Keywords

confidence regionsempirical likelihoodsemi-varying coefficient modelmartingale differencelinear process errors

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15)

Related Items (2)

Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors ⋮ Semi-parametric inference for semi-varying coefficient panel data model with individual effects

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