Empirical likelihood for linear models
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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
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- 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 \(\alpha\)-mixing errors
- Zero finite-order serial correlation test in a partially linear single-index model
- Frequency domain generalized empirical likelihood method
- Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables
- Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors
- Empirical likelihood for average derivatives
- Empirical likelihood for single-index varying-coefficient models with right-censored data
- Empirical Likelihood for Threshold Autoregressive Models
- Empirical likelihood for the parametric part in partially linear errors-in-function models
- An entropic estimator for linear inverse problems
- Information theory estimators for the first-order spatial autoregressive model
- A new estimation for INAR(1) process with Poisson distribution
- On the tail index of a heavy tailed distribution
- Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model
- Empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models
- Inferences on partial linear models with right censored data by empirical likelihood
- A note on kernel density estimation with auxiliary information
- Semi-parametric likelihood ratio confidence intervals for various differences of two populations
- Empirical likelihood for linear regression models with missing responses
- Empirical likelihood for multidimensional linear model with missing responses
- Empirical likelihood inference for median regression models for censored survival data
- Approximate maximum entropy on the mean for instrumental variable regression
- Empirical likelihood for varying-coefficient single-index model with right-censored data
- Empirical likelihood for heteroscedastic partially linear models
- Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions
- Testing serial correlation in partially linear single-index errors-in-variables models
- Testing serial correlation in single index models
- Testing symmetry based on empirical likelihood
- Estimation for non-Gaussian locally stationary processes with empirical likelihood method
- Empirical likelihood inference for censored median regression model via nonparametric kernel estimation
- Block empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data
- Empirical likelihood ratio test for equality of \(k\) medians in censored data
- An empirical likelihood method for spatial regression
- Empirical likelihood inference in linear regression with nonignorable missing response
- Estimating function approach for CHARN models
- Bias-corrected empirical likelihood in a multi-link semiparametric model
- Empirical likelihood-based inferences for partially linear models with missing covariates
- Testing serial correlation in partially linear additive models
- Empirical likelihood-based inference in nonlinear regression models with missing responses at random
- Empirical processes with estimated parameters under auxiliary information
- Jackknife Empirical Likelihood for the Accelerated Failure Time Model with Censored Data
- Empirical likelihood for non-degenerate \(U\)-statistics
- Depth-based weighted empirical likelihood and general estimating equations
- Empirical likelihood based variable selection
- Empirical likelihood based inference for the derivative of the nonparametric regression function
- Smoothed weighted empirical likelihood ratio confidence intervals for quantiles
- Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models
- Testing Serial Correlation in Partially Linear Additive Errors-in-variables Models
- Empirical likelihood inference for probability density functions under association
- Empirical Euclidean likelihood for general estimating equations under association dependence
- Bahadur representations of the empirical likelihood quantile processes
- Testing Serial Correlation in Partial Linear Errors-in-Variables Models Based on Empirical Likelihood
- Empirical Likelihood Inference for the Cox Model with Time‐dependent Coefficients via Local Partial Likelihood
- Empirical Likelihood Inference for Nonparametric Regression Functions with Functional Stationary Ergodic Data
- Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model
- Instrumental variable-based empirical likelihood inferences for varying-coefficient models with error-prone covariates
- Imputation based statistical inference for partially linear quantile regression models with missing responses
- Empirical likelihood inference for semi-parametric estimating equations
- Weighted quantile regression with missing covariates using empirical likelihood
- Empirical likelihood for panel data models with spatial errors
- Statistical inference for generalized random coefficient autoregressive model
- Empirical likelihood confidence intervals for the differences of quantiles with missing data
- An empirical likelihood method for semiparametric linear regression with right censored data
- Assessing goodness-of-fit of generalized logit models based on case-control data
- Inference for the mean difference in the two-sample random censorship model
- Hypothesis test on response mean with inequality constraints under data missing when covariables are present
- Finite-sample properties of the adjusted empirical likelihood
- Confidence intervals for a distribution function in the presence of auxiliary information
- Empirical likelihood inferences for varying coefficient partially nonlinear models
- On empirical likelihood for linear models with missing responses
- On the accuracy of empirical likelihood confidence intervals forM-Functionals
- Empirical likelihood hypothesis test on mean with inequality constraints
- 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
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