Dual likelihood
From MaRDI portal
Recommendations
- EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS
- An evaluation of the power and conditionality properties of empirical likelihood
- scientific article; zbMATH DE number 1215434
- Empirical likelihood and general estimating equations
- Partial likelihood process and asymptotic normality
Cited in
(37)- Empirical likelihood for break detection in time series
- Empirical likelihood for outlier detection and estimation in autoregressive time series
- Penalized empirical likelihood inference for the GINAR(p) model
- Bayesian empirical likelihood inference and order shrinkage for autoregressive models
- GEL estimation and tests of spatial autoregressive models
- A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
- Empirical likelihood MLE for joint modeling right censored survival data with longitudinal covariates
- EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS
- Pseudo-Likelihoods for Bayesian Inference
- Confidence intervals in generalized method of moments models
- Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts
- The empirical likelihood for first-order random coefficient integer-valued autoregressive pro\-cesses
- Empirical likelihood inference for random coefficient INAR(\(p\)) process
- A new bivariate autoregressive model driven by logistic regression
- Twofold Structure of Duality in Bayesian Model Averaging
- Smoothed weighted empirical likelihood ratio confidence intervals for quantiles
- ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS
- Empirical likelihood inference for INAR(1) model with explanatory variables
- Adjusted empirical likelihood for time series models
- Empirical likelihood in long-memory time series models
- Empirical likelihood for nonparametric regression models with spatial autoregressive errors
- Inference for short‐memory time series models based on modified empirical likelihood
- ANOVA for diffusions and Itō processes
- Saddlepoint approximations and tests based on multivariate M-estimates.
- Blockwise empirical likelihood for time series of counts
- Cumulants and Bartlett Identities in Cox Regression
- Comparison of estimation and prediction methods for a zero-inflated geometric INAR(1) process with random coefficients
- Empirical likelihood estimation of discretely sampled processes of OU type
- Adjusted empirical likelihood for long-memory time-series models
- Bartlett identities and large deviations in likelihood theory
- Bayesian empirical likelihood inference for the generalized binomial AR(1) model
- A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5
- Point estimation with exponentially tilted empirical likelihood
- Empirical likelihood in some semiparametric models
- The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood
- Threshold autoregression analysis for finite-range time series of counts with an application on measles data
- Empirical likelihood for moving average models
This page was built for publication: Dual likelihood
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1896261)
