Pages that link to "Item:Q1952022"

The following pages link to Calibration of the empirical likelihood method for a vector mean (Q1952022):

Displaying 31 items.

• Empirical likelihood approach to goodness of fit testing (Q358139) (← links)
• Empirical likelihood on the full parameter space (Q385793) (← links)
• A review of empirical likelihood methods for time series (Q466523) (← links)
• A penalized empirical likelihood method in high dimensions (Q741795) (← links)
• Jackknife empirical likelihood inference for the Pietra ratio (Q830559) (← links)
• Adjusted empirical likelihood with high-order precision (Q973869) (← links)
• Balanced augmented jackknife empirical likelihood for two sample \(U\)-statistics (Q1650689) (← links)
• Adjusted blockwise empirical likelihood for long memory time series models (Q1663616) (← links)
• Empirical likelihood ratio in penalty form and the convex hull problem (Q1689485) (← links)
• Adjusted empirical likelihood for time series models (Q1698218) (← links)
• Balanced augmented empirical likelihood for regression models (Q1740311) (← links)
• Empty set problem of maximum empirical likelihood methods (Q1952036) (← links)
• Inference for conditional value-at-risk of a predictive regression (Q1996776) (← links)
• Modified empirical likelihood-based confidence intervals for data containing many zero observations (Q2228244) (← links)
• A jackknife empirical likelihood approach for testing the homogeneity of \(K\) variances (Q2230668) (← links)
• Robust estimation for moment condition models with data missing not at random (Q2301118) (← links)
• Calibration of the empirical likelihood for high-dimensional data (Q2393156) (← links)
• Second‐order Accurate Confidence Regions Based on Members of the Generalized Power Divergence Family (Q2791837) (← links)
• Empirical Likelihood for Outlier Detection and Estimation in Autoregressive Time Series (Q2802910) (← links)
• Extending the empirical likelihood by domain expansion (Q2851566) (← links)
• Longitudinal data analysis using the conditional empirical likelihood method (Q2925553) (← links)
• Outliers in Time Series: An Empirical Likelihood Approach (Q2963073) (← links)
• Spatial median depth-based robust adjusted empirical likelihood (Q3455259) (← links)
• The joy of proofs in statistical research (Q3463395) (← links)
• Multiple robustness estimation in causal inference (Q5077930) (← links)
• Hypothesis testing for two population means: parametric or non-parametric test? (Q5107707) (← links)
• Resampling calibrated adjusted empirical likelihood (Q5247414) (← links)
• Finite-sample properties of the adjusted empirical likelihood (Q5299871) (← links)
• <i>F</i>-distribution calibrated empirical likelihood ratio tests for multiple hypothesis testing (Q5375951) (← links)
• Simulation based calibration using extended balanced augmented empirical likelihood (Q5963814) (← links)
• Maximum augmented empirical likelihood estimation of categorical marginal models for large sparse contingency tables (Q6198862) (← links)