Pages that link to "Item:Q956361"

The following pages link to Empirical likelihood inference for partial linear models under martingale difference sequence (Q956361):

Displaying 19 items.

• Stationary statistical experiments and the optimal estimator for a predictable component (Q283148) (← links)
• Empirical likelihood for partially linear models under negatively associated errors (Q328840) (← links)
• Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure (Q366025) (← links)
• Empirical likelihood confidence intervals for nonparametric functional data analysis (Q419261) (← links)
• A review of empirical likelihood methods for time series (Q466523) (← links)
• Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence (Q629519) (← links)
• Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors (Q1622133) (← links)
• Wilks' theorem for semiparametric regressions with weakly dependent data (Q2073705) (← links)
• Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals (Q2324269) (← links)
• Interval estimation for a simple bilinear model (Q2435727) (← links)
• Empirical likelihood-based subset selection for partially linear autoregressive models (Q2439254) (← links)
• Empirical likelihood inference for semiparametric model with linear process errors (Q2510916) (← links)
• Empirical Likelihood for a Heteroscedastic Partial Linear Errors-in-Variables Model (Q2903802) (← links)
• Empirical Likelihood for a Heteroscedastic Partial Linear Model (Q3006271) (← links)
• Empirical likelihood inference for parameters in a partially linear errors-in-variables model (Q3143502) (← links)
• Consistency and Normality of<i>M</i>-Estimators in Partly Linear Models with Stochastic Adapted Errors (Q3168551) (← links)
• Empirical likelihood for generalized linear models with fixed and adaptive designs (Q3462133) (← links)
• Penalized empirical likelihood for high-dimensional partially linear errors-in-function model with martingale difference errors (Q4987229) (← links)
• Complete consistency for the estimator of nonparametric regression model based on martingale difference errors (Q5079044) (← links)