Pages that link to "Item:Q3081461"
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The following pages link to GEL METHODS FOR NONSMOOTH MOMENT INDICATORS (Q3081461):
Displaying 10 items.
- Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models (Q1687323) (← links)
- Maximum empirical likelihood estimation and related topics (Q1786582) (← links)
- Generalized empirical likelihood for nonsmooth estimating equations with missing data (Q2140848) (← links)
- Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data (Q2176636) (← links)
- Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
- Robust causality test of infinite variance processes (Q2305988) (← links)
- Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions (Q2330745) (← links)
- Tests of additional conditional moment restrictions (Q2398971) (← links)
- Empirical Likelihood for Censored Linear Regression and Variable Selection (Q2949877) (← links)
- Sample Empirical Likelihood and the Design-based Oracle Variable Selection Theory (Q5037834) (← links)
