Empirical likelihood for density-weighted average derivatives (Q451508): Difference between revisions

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+Empirical likelihood confidence intervals for local linear smoothers
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+Smoothed empirical likelihood confidence intervals for quantiles
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+Empirical likelihood for average derivatives
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+Efficiency of Weighted Average Derivative Estimators and Index Models
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+Empirical likelihood ratio confidence intervals for a single functional
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+Empirical likelihood ratio confidence regions
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+Empirical likelihood for linear models
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+EMPIRICAL LIKELIHOOD FOR COX REGRESSION MODEL UNDER RANDOM CENSORSHIP
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+Empirical likelihood and general estimating equations
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+Consistent Estimation of Scaled Coefficients
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+Empirical likelihood for partial linear models
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+SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
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+ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
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+Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
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+Empirical likelihood analysis of the rank estimator for the censored accelerated failure time model
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+.1007/S00362-009-0237-5
@@ Property / DOI: 10.1007/S00362-009-0237-5 / rank @@
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