Two-step generalised empirical likelihood inference for semiparametric models

DOI10.1016/j.jmva.2008.12.004zbMath1162.62039OpenAlexW2018546564MaRDI QIDQ1021839

Francesco Bravo

Publication date: 9 June 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.12.004

zbMATH Keywords

random censoringlocal linear smootherlinear transformation modelpartially linear single index modelquantile regression model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)

Related Items (3)

Generalized empirical likelihood testing in semiparametric conditional moment restrictions models ⋮ Varying coefficients partially linear models with randomly censored data ⋮ Two-step combined nonparametric likelihood estimation of misspecified semiparametric models

Cites Work

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• Maximum Likelihood Estimation of Misspecified Models

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