Empirical likelihood for estimating equations with missing values (Q1002169): Difference between revisions

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+Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skew<i>t</i>-Distribution
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+Bandwith selection for the smoothing of distribution functions
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+On the second-order properties of empirical likelihood with moment restrictions
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+Semiparametric efficiency in GMM models with auxiliary data
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+Nonparametric Estimation of Mean Functionals with Data Missing at Random
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+Q5842591
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+Q4002311
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+Correcting the negativity of high-order kernel density estimators
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Q3999325
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+Extending the scope of empirical likelihood
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+Missing-Data Methods for Generalized Linear Models
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+On kernel estimation of a multivariate distribution function
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+Q4839368
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+Q4779059
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+Q3716094
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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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+Q2756704
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+Empirical likelihood and general estimating equations
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+Semiparametric Efficiency in Multivariate Regression Models with Missing Data
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+Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
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+Analysis of Semiparametric Regression Models for Repeated Outcomes in the Presence of Missing Data
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+The central role of the propensity score in observational studies for causal effects
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+Q4654005
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+Asymptotic results for multiple imputation
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+Bootstrap for Imputed Survey Data
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+The jackknife and bootstrap
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+Semiparametric theory and missing data.
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+Empirical likelihood-based inference under imputation for missing response data
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