Empirical likelihood for linear models
From MaRDI portal
Publication:1184201
DOI10.1214/AOS/1176348368zbMATH Open0799.62048OpenAlexW1992147656MaRDI QIDQ1184201FDOQ1184201
Authors: Art B. Owen 
Publication date: 28 June 1992
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348368
Recommendations
Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20)
Cited In (only showing first 100 items - show all)
- Empirical likelihood based confidence intervals for the tail index when \({\gamma}<-1/2\)
- Empirical likelihood inference for partial linear models with ARCH(1) errors
- Empirical likelihood for outlier detection and estimation in autoregressive time series
- Statistical inferences for varying coefficient partially non linear model with missing covariates
- Inference about the slope in linear regression: an empirical likelihood approach
- Simple and exact empirical likelihood ratio tests for normality based on moment relations
- Bayesian empirical likelihood inference and order shrinkage for autoregressive models
- Empirical likelihood for change point detection in autoregressive models
- Inferential estimation, likelihood, and linear pivotals
- GEL estimation and tests of spatial autoregressive models
- Empirical phi-divergence test statistics for the difference of means of two populations
- Imputation-based empirical likelihood inferences for partially nonlinear quantile regression models with missing responses
- Semiparametric likelihood-based inference for censored data with auxiliary information from external massive data sources
- Empirical likelihood-based inference in generalized random coefficient autoregressive model with conditional moment restrictions
- Nonparametric estimators of probability characteristics using unbiased prior conditions
- On empirical likelihood statistical functions
- Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts
- The MRL function inference through empirical likelihood in length-biased sampling
- Empirical likelihood for generalized partially linear single-index models
- Penalised empirical likelihood for the additive hazards model with high-dimensional data
- Empirical likelihood for a partially linear single-index measurement error model with right-censored data
- Balanced augmented empirical likelihood for regression models
- Empirical likelihood-based inference for stationary-ergodicity of the generalized random coefficient autoregressive model
- Efficient bootstrap with weakly dependent processes
- Statistical inference in partially linear varying-coefficient models with missing responses at random
- Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes
- Adjusted empirical likelihood for time series models
- Empirical likelihood for nonparametric regression models with spatial autoregressive errors
- Nonparametric-likelihood inference based on cost-effectively-sampled-data
- Partial linear models with general distortion measurement errors
- Estimating the conditional single-index error distribution with a partial linear mean regression
- Empirical likelihood approach for treatment effect in pretest-posttest trial
- Generalized case‐control sampling under generalized linear models
- Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data
- Adjusted empirical likelihood for long-memory time-series models
- Empirical likelihood ratio in penalty form and the convex hull problem
- Empirical likelihood ratio confidence intervals in terms of cumulative hazard function for left-truncated and right-censored data
- Estimating the treatment effect in the two-sample problem with auxiliary information
- Bootstrapping with auxiliary information
- A simultaneous estimation and variable selection rule
- Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model
- Empirical likelihood based inference for conditional Pareto-type tail index
- Assessing white noise assumption with semi-parametric additive partial linear models
- Empirical likelihood-based weighted rank regression with missing covariates
- Empirical likelihood confidence regions for autoregressive models with explanatory variables
- A Euclidean Likelihood Estimator for Bivariate Tail Dependence
- Sample out-of-sample inference based on Wasserstein distance
- Methods of Statistical Inference for Median Regression Models with Doubly Censored Data
- Threshold autoregression analysis for finite-range time series of counts with an application on measles data
- Correlation analysis with additive distortion measurement errors
- Semiparametric Analysis for Additive Risk Model via Empirical Likelihood
- Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models
- Analyzing Incomplete Data Subject to a Threshold using Empirical Likelihood Methods: An Application to a Pneumonia Risk Study in an ICU Setting
- Robust empirical likelihood for linear models under median constraints
- Some nonparametric tests for change-point detection based on the \(\mathbb{P}\)-\(\mathbb{P}\) and \(\mathbb{Q}\)-\(\mathbb{Q}\) plot processes
- A nonparametric Bayesian analysis for meningococcal disease counts based on integer-valued threshold time series models
- Efficient M-estimators with auxiliary information
- Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates
- Logarithmic calibration for multiplicative distortion measurement errors regression models
- Estimation and inference for generalized semi-varying coefficient models
- Efficient estimation of Banach parameters in semiparametric models
- Semiparametric inference with kernel likelihood
- Inference for the Mean Residual Life Function via Empirical Likelihood
- Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models
- Coefficient constancy test in generalized random coefficient autoregressive model
- Simultaneous estimation based on empirical likelihood and general maximum likelihood estimation
- Conditional heteroscedasticity test for Poisson autoregressive model
- Censored partial linear models and empirical likelihood
- Empirical likelihood ratio tests for the linear regression model with inequality constraints
- Empirical likelihood confidence bands for mean functions of recurrent events with competing risks and a terminal event
- Computation of the empirical likelihood ratio from censored data
- Empirical Likelihood Method for Censored Median Regression Models
- Linear regression analysis with inequality constraints on the regression parameters via empirical likelihood
- Rejoinder on: A review on empirical likelihood methods for regression
- Two-step generalised empirical likelihood inference for semiparametric models
- GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference
- A Progressive Block Empirical Likelihood Method for Time Series
- Confidence intervals for a common mean with missing data with applications in an AIDS study
- Semi-parametric efficient inference for heteroscedastic semivarying-coefficient models
- A Small-Sample Estimator for the Sample-Selection Model
- Corrected empirical likelihood inference for right-censored partially linear single-index model
- Variable selection using penalized empirical likelihood
- Large-Deviations Theory and Empirical Estimator Choice
- Empirical likelihood inference for monotone index model
- Empirical likelihood based modal regression
- Regression analysis for long-term survival rate via empirical likelihood
- \(L_1\)-estimation for covariate-adjusted regression
- Measuring symmetry and asymmetry of multiplicative distortion measurement errors data
- Estimating a distribution function in the presence of auxiliary information
- Testing for error correlation in partially functional linear regression models
- A note on empirical likelihoods derived from pairwise score functions
- Empirical likelihood ratio tests for multivariate regression models
- On copula moment: empirical likelihood based estimation method
- Statistical inference on partially linear additive models with missing response variables and error-prone covariates
- Adjusted blockwise empirical likelihood for long memory time series models
- Modifications of the empirical likelihood interval estimation with improved coverage probabili\-ties
- Empirical likelihood inferences for semiparametric instrumental variable models
- Robust Wasserstein profile inference and applications to machine learning
- Information approach for the change-point detection in the skew normal distribution and its applications
- Empirical likelihood-based subset selection for partially linear autoregressive models
This page was built for publication: Empirical likelihood for linear models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1184201)
