Empirical likelihood inference for partial linear models under martingale difference sequence
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Cites work
- scientific article; zbMATH DE number 4011660 (Why is no real title available?)
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- scientific article; zbMATH DE number 700642 (Why is no real title available?)
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- scientific article; zbMATH DE number 1894667 (Why is no real title available?)
- Asymptotics of estimators in semi-parametric model under NA samples
- Blockwise empirical Euclidean likelihood for weakly dependent processes
- Convergence rates for parametric components in a partly linear model
- ESTIMATION IN PARTLY LINEAR ERROR-IN-COVARIABLE MODELS WITH CENSORED DATA
- Empirical likelihood and general estimating equations
- Empirical likelihood confidence intervals for linear regression coefficients
- Empirical likelihood for linear models
- Empirical likelihood for partial linear models with fixed designs
- Empirical likelihood for partially linear models
- Empirical likelihood methods with weakly dependent processes
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Empirical likelihood semiparametric regression analysis under random censorship
- Empirical likelihood-based inference in linear errors-in-covariables models with validation data
- Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
- Methodology and Algorithms of Empirical Likelihood
- On the accuracy of empirical likelihood confidence regions for linear regression model
- Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences
- Strong consistency of a class of estimators in partial linear models under martingale difference sequences
Cited in
(26)- Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals
- Empirical likelihood inference for semiparametric model with linear process errors
- Empirical likelihood inference for partial linear models with ARCH(1) errors
- Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure
- Consistency and Normality ofM-Estimators in Partly Linear Models with Stochastic Adapted Errors
- Empirical likelihood confidence intervals for nonparametric functional data analysis
- Complete consistency for the estimator of nonparametric regression model based on martingale difference errors
- Stationary statistical experiments and the optimal estimator for a predictable component
- A review of empirical likelihood methods for time series
- Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence
- Empirical likelihood for a heteroscedastic partial linear model
- Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure
- Interval estimation for a simple bilinear model
- Empirical likelihood in partial linear models with MA(\(\infty\)) error process
- Empirical likelihood for generalized linear models with fixed and adaptive designs
- Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors
- Empirical likelihood for partially linear models under negatively associated errors
- Empirical likelihood for a heteroscedastic partial linear errors-in-variables model
- Empirical likelihood inference for parameters in a partially linear errors-in-variables model
- Empirical likelihood for high-dimensional partially linear model with martingale difference errors
- Empirical likelihood inference for MA(\(q\)) model
- Wilks' theorem for semiparametric regressions with weakly dependent data
- Penalized empirical likelihood for high-dimensional partially linear errors-in-function model with martingale difference errors
- scientific article; zbMATH DE number 6531970 (Why is no real title available?)
- Empirical likelihood-based subset selection for partially linear autoregressive models
- Asymptotic properties of the wavelet estimator in non parametric regression model with martingale difference errors
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