Empirical likelihood for single-index varying-coefficient models

DOI10.3150/11-BEJ365zbMath1243.62045arXiv1207.5960OpenAlexW2029125203MaRDI QIDQ442078

Liu Gen Xue, Qi Hua Wang

Publication date: 9 August 2012

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.5960

zbMATH Keywords

confidence regionnonparametric componentsparametric component

Mathematics Subject Classification ID

Related Items (39)

Efficient estimation for the heteroscedastic single-index varying coefficient models ⋮ Empirical likelihood for mean difference between two samples with missing data ⋮ Estimation in functional single-index varying coefficient model ⋮ Laplace error penalty-based M-type model detection for a class of high dimensional semiparametric models ⋮ Robust estimation for varying index coefficient models ⋮ Model structure selection in single-index-coefficient regression models ⋮ Unnamed Item ⋮ High-dimensional Varying Index Coefficient Quantile Regression Model ⋮ Efficient estimation and computation in generalized varying coefficient models with unknown link and variance functions for large-scale data ⋮ Local least product relative error estimation for single-index varying-coefficient multiplicative model with positive responses ⋮ Varying coefficient single-index regression model with missing responses under rank-based modelling ⋮ Estimation in single-index varying-coefficient panel data model ⋮ Varying random coefficient models ⋮ Estimation for a partially linear single-index varying-coefficient model ⋮ Effects of measurement error on a class of single-index varying coefficient regression models ⋮ Variable selection for single-index varying-coefficient model ⋮ Two-step semiparametric empirical likelihood inference ⋮ Mean empirical likelihood ⋮ Empirical Likelihood Ratio Tests for Varying Coefficient Geo Models ⋮ Empirical likelihood and estimation in single-index varying-coefficient models with censored data ⋮ Principal single-index varying-coefficient models for dimension reduction in quantile regression ⋮ Semiparametric function-on-function quantile regression model with dynamic single-index interactions ⋮ Robust check loss-based variable selection of high-dimensional single-index varying-coefficient model ⋮ Semiparametric nonlinear regression for detecting gene and environment interactions ⋮ A robust and efficient estimation method for single-index varying-coefficient models ⋮ Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model ⋮ Two step estimations for a single-index varying-coefficient model with longitudinal data ⋮ Maximum empirical likelihood estimation and related topics ⋮ Generalized varying index coefficient models ⋮ High-dimensional index volatility models via Stein's identity ⋮ Model identification and selection for single-index varying-coefficient models ⋮ Statistical inference for a single-index varying-coefficient model ⋮ Semiparametric estimation of the single-index varying-coefficient model ⋮ Statistical inference for a single-index varying coefficient model with measurement errors in all covariates ⋮ Estimation for Partially Linear Single-index Instrumental Variables Models ⋮ Local least product relative error estimation for varying coefficient multiplicative regression model ⋮ General local rank estimation for single-index varying coefficient models ⋮ Model detection and estimation for single-index varying coefficient model ⋮ Statistical estimation for single-index varying-coefficient models with multiplicative distortion measurement errors

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Statistical inference in partially-varying-coefficient single-index model
• Empirical likelihood ratio confidence regions
• Empirical likelihood for linear models with missing responses
• Invariance principles for absolutely regular empirical processes
• Statistical estimation in varying coefficient models
• Asymptotics for kernel estimate of sliced inverse regression
• Direct estimation of the index coefficient in a single-index model
• Adapting for the missing link
• Optimal smoothing in single-index models
• Empirical likelihood for single-index models
• Empirical Likelihood Confidence Intervals for Response Mean with Data Missing at Random
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data
• Empirical likelihood ratio confidence intervals for a single functional
• The Analysis of Categorical Data From Complex Sample Surveys: Chi-Squared Tests for Goodness of Fit and Independence in Two-Way Tables
• Generalized Partially Linear Single-Index Models
• Empirical likelihood-based inference in linear errors-in-covariables models with validation data
• Quasi-Likelihood Regression with Unknown Link and Variance Functions
• Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
• On Single-Index Coefficient Regression Models
• Efficient Estimation and Inferences for Varying-Coefficient Models
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Adaptive Varying-Coefficient Linear Models
• Functional-Coefficient Autoregressive Models
• Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
• Empirical Likelihood Inference in Nonlinear Errors-in-Covariables Models With Validation Data
• Semiparametric Regression Analysis With Missing Response at Random

This page was built for publication: Empirical likelihood for single-index varying-coefficient models