Pages that link to "Item:Q973869"

The following pages link to Adjusted empirical likelihood with high-order precision (Q973869):

Displaying 50 items.

• Empirical likelihood approach to goodness of fit testing (Q358139) (← links)
• Empirical likelihood on the full parameter space (Q385793) (← links)
• Zero finite-order serial correlation test in a partially linear single-index model (Q394401) (← links)
• Semiparametric inference with a functional-form empirical likelihood (Q397202) (← links)
• Improved additive adjustments for the LR/ELR test statistics (Q553053) (← links)
• Combining empirical likelihood and generalized method of moments estimators: asymptotics and higher order bias (Q553082) (← links)
• Two-stage empirical likelihood for longitudinal neuroimaging data (Q641058) (← links)
• Adjusted empirical likelihood for right censored lifetime data (Q744813) (← links)
• Empirical likelihood based on synthetic right censored data (Q826710) (← links)
• Jackknife empirical likelihood for the mean difference of two zero-inflated skewed populations (Q826998) (← links)
• Jackknife empirical likelihood inference for the Pietra ratio (Q830559) (← links)
• Two-sample extended empirical likelihood for estimating equations (Q893162) (← links)
• Bartlett correctable two-sample adjusted empirical likelihood (Q972896) (← links)
• Conditional feature screening for mean and variance functions in models with multiple-index structure (Q1639572) (← links)
• Small sample inference for probabilistic index models (Q1662182) (← 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)
• Adjusted empirical likelihood estimation of distribution function and quantile with nonignorable missing data (Q1794307) (← links)
• The empty set and zero likelihood problems in maximum empirical likelihood estimation (Q1950904) (← links)
• Calibration of the empirical likelihood method for a vector mean (Q1952022) (← links)
• Empty set problem of maximum empirical likelihood methods (Q1952036) (← links)
• Empirical likelihood ratio test on quantiles under a density ratio model (Q2074322) (← links)
• Adjusted jackknife empirical likelihood for stationary ARMA and ARFIMA models (Q2197602) (← links)
• Modified empirical likelihood-based confidence intervals for data containing many zero observations (Q2228244) (← links)
• Adjusted empirical likelihood method for the tail index of a heavy-tailed distribution (Q2322646) (← links)
• Empirical likelihood based modal regression (Q2340393) (← links)
• Calibration of the empirical likelihood for high-dimensional data (Q2393156) (← links)
• Mean empirical likelihood (Q2419154) (← 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)
• SECOND-ORDER REFINEMENT OF EMPIRICAL LIKELIHOOD FOR TESTING OVERIDENTIFYING RESTRICTIONS (Q2847585) (← links)
• Extending the empirical likelihood by domain expansion (Q2851566) (← links)
• Level-specific correction for nonparametric likelihoods (Q2934385) (← links)
• Testing heteroscedasticity in partially linear models with missing covariates (Q3021191) (← links)
• Spatial median depth-based robust adjusted empirical likelihood (Q3455259) (← links)
• The joy of proofs in statistical research (Q3463395) (← links)
• Empirical likelihood inference for the mean past lifetime function (Q5072990) (← links)
• Nonparametric interval estimation for the mean of a zero-inflated population (Q5088094) (← links)
• Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization (Q5129181) (← links)
• Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision (Q5241933) (← links)
• Prepivoting composite score statistics by weighted bootstrap iteration (Q5247413) (← 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)
• Exponential tilted likelihood for stationary time series models (Q5880135) (← links)
• Empirical likelihood inference and goodness-of-fit test for logistic regression model under two-phase case-control sampling (Q5880136) (← links)
• Jackknife empirical likelihood for the lower-mean ratio (Q6536878) (← links)
• Variational Bayes for Fast and Accurate Empirical Likelihood Inference (Q6567904) (← links)
• Adjusted empirical likelihood for probability density functions under strong mixing samples (Q6588674) (← links)