Smoothed empirical likelihood confidence intervals for quantiles
From MaRDI portal
Publication:1314450
DOI10.1214/AOS/1176349256zbMath0786.62053OpenAlexW2018241414WikidataQ92194765 ScholiaQ92194765MaRDI QIDQ1314450
Publication date: 16 February 1994
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349256
bootstrapsmoothingbandwidthmediannecessary and sufficient conditionskernelquantilesBartlett correctioncoverage accuracyWilks' theoremcoverage errorempirical likelihood confidence intervalssign-test intervalssmoothed empirical likelihood confidence intervalstwo-sided intervals
Related Items (only showing first 100 items - show all)
Estimation and empirical likelihood for single-index models with missing data in the covariates ⋮ EMPIRICAL LIKELIHOOD FOR COX REGRESSION MODEL UNDER RANDOM CENSORSHIP ⋮ Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution. ⋮ Smoothed empirical likelihood for quantile regression models with response data missing at random ⋮ Adjusted empirical likelihood method for quantiles ⋮ On the accuracy of empirical likelihood confidence regions for linear regression model ⋮ Empirical likelihood ratio confidence interval estimation of best linear combinations of biomarkers ⋮ Quantile Estimation in the Presence of Auxiliary Information under Negatively Associated Samples ⋮ Conditional empirical likelihood estimation and inference for quantile regression models ⋮ Empirical likelihood for nonparametric parts in semiparametric varying-coefficient partially linear models ⋮ Accelerated failure time model with quantile information ⋮ Empirical likelihood in some semiparametric models ⋮ Smoothed empirical likelihood for the Youden index ⋮ Empirical likelihood confidence regions for one- or two-samples with doubly censored data ⋮ Adjusted blockwise empirical likelihood for long memory time series models ⋮ Computing Critical Values of Exact Tests by Incorporating Monte Carlo Simulations Combined with Statistical Tables ⋮ Confidence intervals for survival quantiles in the Cox regression model ⋮ Bayesian empirical likelihood methods for quantile comparisons ⋮ Robust confidence regions for the semi-parametric regression model with responses missing at random ⋮ An empirical likelihood method for semiparametric linear regression with right censored data ⋮ Empirical likelihood for conditional quantile with left-truncated and dependent data ⋮ Smoothed jackknife empirical likelihood for the difference of two quantiles ⋮ Empirical likelihood inference for the mean residual life under random censorship ⋮ Smoothed empirical likelihood inference for the difference of two quantiles with right censoring ⋮ Empirical likelihood for quantiles under negatively associated samples ⋮ Semi-parametric rank regression with missing responses ⋮ Empirical likelihood for quantile regression models with longitudinal data ⋮ Empirical likelihood approach for treatment effect in pretest-posttest trial ⋮ Empirical likelihood inference for median regression models for censored survival data ⋮ Semi-parametric hybrid empirical likelihood inference for two-sample comparison with censored data ⋮ Distribution estimation with smoothed auxiliary information ⋮ Joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing samples ⋮ Empirical likelihood inference for Haezendonck-Goovaerts risk measure ⋮ On the tail index of a heavy tailed distribution ⋮ Empirical likelihood method for linear transformation models ⋮ Variance estimation in censored quantile regression via induced smoothing ⋮ \(U\)-statistic with side information ⋮ Bayesian empirical likelihood for quantile regression ⋮ Semi-empirical likelihood inference for the ROC curve with missing data ⋮ Empirical likelihood for density-weighted average derivatives ⋮ On the accuracy of empirical likelihood confidence intervals forM-Functionals ⋮ Empirical likelihood-based inference in varying-coefficient single-index models ⋮ On the smoothed bootstrap ⋮ Empirical likelihood for partially linear models ⋮ Coverage accuracy of confidence intervals in nonparametric regression ⋮ On Bartlett correctability of empirical likelihood in generalized power divergence family ⋮ Empirical likelihood for the difference of quantiles under censorship ⋮ Empirical likelihood inference for probability density functions under association ⋮ The signed-rank estimator for nonlinear regression with responses missing at random ⋮ Empirical Likelihood for Non‐Smooth Criterion Functions ⋮ Fractional order statistic approximation for nonparametric conditional quantile inference ⋮ Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data ⋮ Empirical likelihood method for quantiles with response data missing at random ⋮ Empirical likelihood for quantile regression models with response data missing at random ⋮ An empirical likelihood statistic for quantiles ⋮ Empirical likelihood based confidence intervals for copulas ⋮ Inference for conditional value-at-risk of a predictive regression ⋮ Quantile regression for right-censored and length-biased data ⋮ Empirical likelihood for the two-sample mean problem ⋮ Empirical likelihood method for intermediate quantiles ⋮ Bias-corrected empirical likelihood in a multi-link semiparametric model ⋮ Empirical likelihood based inference for semiparametric varying coefficient partially linear models with error-prone linear covariates ⋮ Adjusted empirical likelihood models with estimating equations for accelerated life tests ⋮ Robust empirical likelihood for linear models under median constraints ⋮ Empirical likelihood in a regression model with noised variables ⋮ Iterated smoothed bootstrap confidence intervals for population quantiles ⋮ Combining least-squares and quantile regressions ⋮ Empirical likelihood for single-index models ⋮ Semiparametric Inference for ROC Curves with Censoring ⋮ Empirical likelihood for single-index varying-coefficient models with right-censored data ⋮ On empirical likelihood statistical functions ⋮ Empirical likelihood for heteroscedastic partially linear models ⋮ Smoothed weighted empirical likelihood ratio confidence intervals for quantiles ⋮ Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models ⋮ Empirical Likelihood Confidence Intervals for Response Mean with Data Missing at Random ⋮ A penalized empirical likelihood method in high dimensions ⋮ Distributed statistical inference for massive data ⋮ Reduce computation in profile empirical likelihood method ⋮ Empirical likelihood for linear models with missing responses ⋮ Empirical likelihood confidence intervals for hazard and density functions under right censor\-ship ⋮ Empirical Likelihood Local Polynomial Regression Analysis of Clustered Data ⋮ Empirical likelihood ratio based confidence intervals for mixture proportions ⋮ Depth-based weighted empirical likelihood and general estimating equations ⋮ Empirical likelihood ratio test on quantiles under a density ratio model ⋮ Empirical likelihood confidence intervals for the differences of quantiles with missing data ⋮ Two-sample empirical likelihood ratio tests for medians in application to biomarker evaluations ⋮ Empirical likelihood for median regression model with designed censoring variables ⋮ Empirical likelihood-based evaluations of value at risk models ⋮ SECOND-ORDER REFINEMENT OF EMPIRICAL LIKELIHOOD FOR TESTING OVERIDENTIFYING RESTRICTIONS ⋮ Empirical likelihood for mixed-effects error-in-variables model ⋮ Empirical likelihood for average derivatives ⋮ Empirical likelihood-based inference under imputation for missing response data ⋮ Empirical likelihood-based inference in linear models with interval censored data ⋮ Density estimation and nonparametric inferences using maximum likelihood weighted kernels ⋮ Empirical likelihood for quantiles under associated samples ⋮ Empirical Likelihood Inference for Nonparametric Regression Functions with Functional Stationary Ergodic Data ⋮ Inference for a Linear Functional of Cumulative Hazard Function Via Empirical Likelihood ⋮ Empirical likelihood semiparametric regression analysis under random censorship ⋮ Empirical likelihood confidence region for parameter in the errors-in-variables models. ⋮ Joint empirical likelihood confidence regions for a finite number of quantiles under negatively associated samples
This page was built for publication: Smoothed empirical likelihood confidence intervals for quantiles
