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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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
- Empirical likelihood for the two-sample mean problem
- Empirical likelihood for single-index models
- Nonparametric likelihood inference for general autoregressive models
- Statistical inferences in a partially linear model with autoregressive errors
- Empirical likelihood confidence intervals for \(M\)-functionals in the presence of auxiliary information
- Combining estimators to improve structural model estimation and inference under quadratic loss
- An MCMC approach to classical estimation.
- Empirical likelihood based testing for regression
- 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
- Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model
- Empirical likelihood for partial linear models
- Empirical likelihood method for the multivariate accelerated failure time models
- Empirical likelihood for nonparametric parts in semiparametric varying-coefficient partially linear models
- Estimating the proportion of true null hypotheses in multiple testing problems
- Empirical likelihood for partially linear models
- Likelihood inference for linear regression models
- Weighted empirical likelihood for generalized linear models with longitudinal data
- 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
- Empirical likelihood method for linear transformation models
- Empirical likelihood test via estimating equations
- A review of empirical likelihood methods for time series
- \(M\)-estimation and quantile estimation in the presence of auxiliary information
- Empirical likelihood
- Adjusted empirical likelihood inference for additive hazards regression
- Testing conditional independence via empirical likelihood
- Empirical likelihood inference for partial linear models under martingale difference sequence
- Generalized moment based estimation and inference
- Empirical likelihood confidence region for parameter in the errors-in-variables models.
- The role of beliefs in inference for rational expectations models
- The empirical likelihood for first-order random coefficient integer-valued autoregressive pro\-cesses
- Limited information likelihood and Bayesian analysis
- Empirical likelihood inference for random coefficient INAR(\(p\)) process
- Empirical likelihood inference for the mean residual life under random censorship
- Empirical likelihood for balanced ranked-set sampled data
- Generalized moment estimation of stochastic differential equations
- Empirical likelihood approach to goodness of fit testing
- Nonparametric likelihood ratio confidence bands for quantile functions from incomplete survival data
- The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis.
- Two-sample empirical likelihood method for difference between coefficients in linear regression model
- Nonlinear models with measurement errors subject to single-indexed distortion
- On nonparametric likelihood ratio estimation of survival probabilities for censored data
- Empirical likelihood for high-dimensional linear regression models
- Empirical likelihood for partial linear models with fixed designs
- On the accuracy of empirical likelihood confidence regions for linear regression model
- EL inference for partially identified models: large deviations optimality and bootstrap validity
- A frequency domain empirical likelihood for short- and long-range dependence
- Semiparametric simultaneous confidence bands for the difference of survival functions
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