Empirical likelihood for linear models
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(only showing first 100 items - show all)- Testing conditional moment restrictions
- EMPIRICAL LIKELIHOOD FOR COX REGRESSION MODEL UNDER RANDOM CENSORSHIP
- Empirical and weighted conditional likelihoods for matched case-control studies with missing covariates
- Empirical likelihood for break detection in time series
- Empirical likelihood for longitudinal partially linear model with -mixing errors
- Zero finite-order serial correlation test in a partially linear single-index model
- Empirical likelihood inference under stratified random sampling in the presence of measurement error
- Semiparametric regression using empirical likelihood with shape information
- Correlation analysis with additive distortion measurement errors
- Tuning parameter selection for penalised empirical likelihood with a diverging number of parameters
- Nonparametric likelihood inference for general autoregressive models
- Empirical likelihood for the two-sample mean problem
- Empirical likelihood confidence regions for the parameters of a two phases nonlinear model with and without missing response data
- Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals
- Empirical likelihood for single-index models
- Empirical likelihood based confidence intervals for the tail index when \({\gamma}<-1/2\)
- Empirical likelihood inference for partial linear models with ARCH(1) errors
- Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables
- Empirical likelihood for outlier detection and estimation in autoregressive time series
- Count data models with correlated unobserved heterogeneity
- Empirical likelihood confidence intervals for \(M\)-functionals in the presence of auxiliary information
- Frequency domain generalized empirical likelihood method
- Statistical inferences in a partially linear model with autoregressive errors
- Combining estimators to improve structural model estimation and inference under quadratic loss
- Bayesian empirical likelihood and variable selection for censored linear model with applications to acute myelogenous leukemia data
- Bayesian analysis of longitudinal data via empirical likelihood
- Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors
- Empirical likelihood for generalized partially linear varying-coefficient models
- An MCMC approach to classical estimation.
- Empirical likelihood for average derivatives
- Semiparametric Analysis for Additive Risk Model via Empirical Likelihood
- Empirical likelihood estimation for linear regression models with AR(p) error terms with numerical examples
- Empirical-likelihood-based confidence intervals for quantile regression models with longitudinal data
- Empirical likelihood for single-index varying-coefficient models with right-censored data
- Empirical likelihood for the parametric part in partially linear errors-in-function models
- A review on empirical likelihood methods for regression
- Empirical likelihood inference for semi-parametric varying-coefficient partially linear EV models
- Empirical likelihood for density-weighted average derivatives
- An entropic estimator for linear inverse problems
- Information theory estimators for the first-order spatial autoregressive model
- Empirical likelihood based testing for regression
- Inference about the slope in linear regression: an empirical likelihood approach
- Empirical Likelihood for Threshold Autoregressive Models
- A new estimation for INAR(1) process with Poisson distribution
- On the tail index of a heavy tailed distribution
- A robust false discovery rate controlling procedure using the empirical likelihood with a fast algorithm
- Statistical inferences for varying coefficient partially non linear model with missing covariates
- Bayesian empirical likelihood inference and order shrinkage for autoregressive models
- Simple and exact empirical likelihood ratio tests for normality based on moment relations
- Empirical likelihood for change point detection in autoregressive models
- Moment conditions and Bayesian non-parametrics
- Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model
- Empirical likelihood method for the multivariate accelerated failure time models
- Empirical likelihood-based hot deck imputation methods
- Empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models
- Empirical likelihood for partial linear models
- Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model
- Empirical likelihood for nonparametric parts in semiparametric varying-coefficient partially linear models
- Inferences on partial linear models with right censored data by empirical likelihood
- Estimating the proportion of true null hypotheses in multiple testing problems
- Inferential estimation, likelihood, and linear pivotals
- GEL estimation and tests of spatial autoregressive models
- Empirical likelihood for partially linear models
- Empirical likelihood for linear models under linear process errors
- Empirical likelihood in generalized linear models with working covariance matrix
- Semi-parametric likelihood ratio confidence intervals for various differences of two populations
- Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio
- An empirical likelihood method for quantile regression models with censored data
- Empirical likelihood for linear regression models with missing responses
- Empirical likelihood ratio for linear transformation models with doubly censored data
- Testing Serial Correlation in Semiparametric Varying-Coefficient Partially Linear Models
- A note on kernel density estimation with auxiliary information
- Weighted empirical likelihood for generalized linear models with longitudinal data
- Nonlinear regression models with single‐index heteroscedasticity
- Jackknife empirical likelihood test for mean residual life functions
- Likelihood inference for linear regression models
- On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood
- Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood
- Maximum entropy and empirical likelihood in length-biased setting: a comparison study
- On the state of the art of info-metrics
- Penalized empirical likelihood for semiparametric models with a diverging number of parameters
- Empirical likelihood method for linear transformation models
- Empirical phi-divergence test statistics for the difference of means of two populations
- Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models
- Empirical likelihood for multidimensional linear model with missing responses
- Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models
- Empirical likelihood inference for the panel count data with informative observation process
- Testing the goodness-of-fit of the stable distributions with applications to German Stock Index data and Bitcoin cryptocurrency data
- Empirical likelihood test via estimating equations
- A review of empirical likelihood methods for time series
- Empirical likelihood based estimation for a class of functional coefficient ARCH-M models
- Analyzing Incomplete Data Subject to a Threshold using Empirical Likelihood Methods: An Application to a Pneumonia Risk Study in an ICU Setting
- Empirical likelihood inference for median regression models for censored survival data
- The empirical likelihood estimation of the quantile function under the multiplicative intercept risk model
- Empirical likelihood inference of the partial linear isotonic errors-in-variables regression models with missing data
- Robust empirical likelihood for linear models under median constraints
- Efficient M-estimators with auxiliary information
- Bayesian empirical likelihood for ridge and Lasso regressions
- Empirical likelihood method for general additive-multiplicative hazard models
- Approximate maximum entropy on the mean for instrumental variable regression
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