Pages that link to "Item:Q5697606"
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The following pages link to EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS (Q5697606):
Displayed 17 items.
- Some integrals involving multivariate Hermite polynomials: application to evaluating higher-order local powers (Q273719) (← links)
- An empirical likelihood method for spatial regression (Q451300) (← links)
- Edgeworth expansions for GEL estimators (Q765836) (← links)
- Comparison of Bartlett-type adjusted tests in the multiparameter case (Q972893) (← links)
- Two-step semiparametric empirical likelihood inference (Q2176605) (← links)
- On empirical likelihood statistical functions (Q2512627) (← links)
- An efficient multiple imputation approach for estimating equations with response missing at random and high-dimensional covariates (Q2661890) (← links)
- Spatial median depth-based robust adjusted empirical likelihood (Q3455259) (← links)
- Testing linear restrictions in linear models with empirical likelihood (Q4551773) (← links)
- Second-Order Powers of a Class of Tests in the Presence of a Nuisance Parameter (Q4648655) (← links)
- Sample Out-of-Sample Inference Based on Wasserstein Distance (Q5003729) (← links)
- Identifiability and estimation of two-sample data with nonignorable missing response (Q5104511) (← links)
- Semiparametric regression using empirical likelihood with shape information (Q5110801) (← links)
- Robust Wasserstein profile inference and applications to machine learning (Q5235055) (← links)
- Resampling calibrated adjusted empirical likelihood (Q5247414) (← links)
- SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS (Q5438200) (← links)
- A higher-order correct fast moving-average bootstrap for dependent data (Q6163269) (← links)