Empirical likelihood for linear models

From MaRDI portal
Publication:1184201

DOI10.1214/aos/1176348368zbMath0799.62048OpenAlexW1992147656MaRDI QIDQ1184201

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



Related Items

Combining estimators to improve structural model estimation and inference under quadratic loss, Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables, On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood, Empirical phi-divergence test statistics for the difference of means of two populations, Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood, On the accuracy of empirical likelihood confidence regions for linear regression model, Empirical likelihood inference in linear regression with nonignorable missing response, The role of beliefs in inference for rational expectations models, Empirical likelihood for nonparametric parts in semiparametric varying-coefficient partially linear models, \(M\)-estimation and quantile estimation in the presence of auxiliary information, Generalized moment estimation of stochastic differential equations, The MRL function inference through empirical likelihood in length-biased sampling, Empirical likelihood confidence intervals for \(M\)-functionals in the presence of auxiliary information, Estimation and inference for additive partially nonlinear models, Estimating the proportion of true null hypotheses in multiple testing problems, Simultaneous estimation based on empirical likelihood and general maximum likelihood estimation, Empirical likelihood approach to goodness of fit testing, Adjusted blockwise empirical likelihood for long memory time series models, Empirical likelihood inference for semi-parametric estimating equations, Estimating a distribution function in the presence of auxiliary information, Semi-parametric likelihood ratio confidence intervals for various differences of two populations, Empirical likelihood ratio test for equality of \(k\) medians in censored data, Empirical likelihood method for the multivariate accelerated failure time models, An empirical likelihood method for semiparametric linear regression with right censored data, Empirical likelihood for linear models under negatively associated errors, Empirical likelihood inference for the mean residual life under random censorship, Empirical and weighted conditional likelihoods for matched case-control studies with missing covariates, Empirical likelihood for break detection in time series, Zero finite-order serial correlation test in a partially linear single-index model, Empirical likelihood for longitudinal partially linear model with \(\alpha\)-mixing errors, Empirical likelihood for parameters in an additive partially linear errors-in-variables model with longitudinal data, A review on empirical likelihood methods for regression, Rejoinder on: A review on empirical likelihood methods for regression, An entropic estimator for linear inverse problems, Information theory estimators for the first-order spatial autoregressive model, Empirical likelihood ratio in penalty form and the convex hull problem, GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference, An MCMC approach to classical estimation., Empirical likelihood inference for median regression models for censored survival data, Empirical likelihood inference for semi-parametric varying-coefficient partially linear EV models, Distribution estimation with smoothed auxiliary information, Adjusted empirical likelihood for time series models, Empirical likelihood based inference for conditional Pareto-type tail index, On the tail index of a heavy tailed distribution, Restricted one way analysis of variance using the empirical likelihood ratio test, Blockwise empirical likelihood for time series of counts, Empirical likelihood for multidimensional linear model with missing responses, Empirical likelihood method for linear transformation models, Approximate maximum entropy on the mean for instrumental variable regression, Empirical likelihood for varying-coefficient single-index model with right-censored data, Two-sample empirical likelihood method for difference between coefficients in linear regression model, Estimation for non-Gaussian locally stationary processes with empirical likelihood method, \(U\)-statistic with side information, Divergences and duality for estimation and test under moment condition models, Nonlinear models with measurement errors subject to single-indexed distortion, An empirical likelihood method for spatial regression, Empirical likelihood for density-weighted average derivatives, Empirical likelihood for partially linear additive errors-in-variables models, Empirical likelihood-based inference in varying-coefficient single-index models, A review of empirical likelihood methods for time series, Empirical likelihood for the parametric part in partially linear errors-in-function models, Testing conditional moment restrictions, Estimating function approach for CHARN models, Empirical likelihood for high-dimensional linear regression models, Empirical likelihood inference for probability density functions under association, Rank-based empirical likelihood inference on medians of \(k\) populations, Confidence intervals for a distribution function in the presence of auxiliary information, Empirical likelihood for linear models in the presence of nuisance parameters, Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model, Imputation based statistical inference for partially linear quantile regression models with missing responses, Hypothesis test on response mean with inequality constraints under data missing when covariables are present, Empirical likelihood inference for partial linear models under martingale difference sequence, Generalized empirical likelihood inference in semiparametric regression model for longitudinal data, Confidence intervals for a common mean with missing data with applications in an AIDS study, Empirical likelihood based diagnostics for heteroscedasticity in partial linear models, EL inference for partially identified models: large deviations optimality and bootstrap validity, Assessing goodness-of-fit of generalized logit models based on case-control data, Empirical Likelihood for the Analysis of Experimental Designs, Empirical Euclidean likelihood for general estimating equations under association dependence, Efficient M-estimators with auxiliary information, On empirical likelihood for linear models with missing responses, Weighted empirical likelihood for generalized linear models with longitudinal data, Empirical likelihood for heteroscedastic partially linear models, Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions, Smoothed weighted empirical likelihood ratio confidence intervals for quantiles, Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models, Empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models, Empirical likelihood for partially linear varying-coefficient models with missing response variables and error-prone covariates, Two-step generalised empirical likelihood inference for semiparametric models, Empirical likelihood for linear regression models with missing responses, Variable selection using penalized empirical likelihood, Empirical likelihood hypothesis test on mean with inequality constraints, Corrected empirical likelihood inference for right-censored partially linear single-index model, Empirical likelihood confidence intervals for the differences of quantiles with missing data, Empirical likelihood for balanced ranked-set sampled data, Empirical likelihood-based evaluations of value at risk models, Measuring symmetry and asymmetry of multiplicative distortion measurement errors data, Empirical likelihood for partial linear models with fixed designs, Nonparametric likelihood inference for general autoregressive models, A note on the asymptotic behaviour of empirical likelihood statistics, Assessing white noise assumption with semi-parametric additive partial linear models, Bayesian empirical likelihood inference and order shrinkage for autoregressive models, Empirical Likelihood for Threshold Autoregressive Models, Empirical likelihood for partial linear models, Empirical likelihood for change point detection in autoregressive models, Empirical likelihood for nonparametric regression models with spatial autoregressive errors, A frequency domain empirical likelihood for short- and long-range dependence, Covariate-adjusted nonlinear regression, A new estimation for INAR(1) process with Poisson distribution, On nonparametric likelihood ratio estimation of survival probabilities for censored data, Empirical likelihood based variable selection, Semi-parametric Efficient Inference for Heteroscedastic Semivarying-coefficient Models, Level-specific correction for nonparametric likelihoods, Information Approach for the Change-Point Detection in the Skew Normal Distribution and Its Applications, Penalized empirical likelihood for semiparametric models with a diverging number of parameters, Jackknife Empirical Likelihood for the Accelerated Failure Time Model with Censored Data, Efficient bootstrap with weakly dependent processes, Statistical inference for generalized random coefficient autoregressive model, Split sample empirical likelihood, Empirical likelihood approach for treatment effect in pretest-posttest trial, Empirical likelihood-based subset selection for partially linear autoregressive models, Empirical likelihood based confidence intervals for the tail index when \({\gamma}<-1/2\), Empirical likelihood inference for partial linear models with ARCH(1) errors, Testing conditional independence via empirical likelihood, Empirical likelihood for partially linear models, Nonlinear measurement error models subject to additive distortion, An empirical likelihood method for quantile regression models with censored data, GEL estimation and tests of spatial autoregressive models, Balanced augmented empirical likelihood for regression models, Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data, Empirical likelihood inference for rank regression with doubly truncated data, Nonparametric estimators of probability characteristics using unbiased prior conditions, Empirical likelihood-based inference in generalized random coefficient autoregressive model with conditional moment restrictions, Empirical likelihood-based inference in a partially linear model for longitudinal data, Empirical likelihood for the two-sample mean problem, Empirical likelihood inference for censored median regression model via nonparametric kernel estimation, Empirical likelihood for non-degenerate \(U\)-statistics, Empirical likelihood for linear models under \(m\)-dependent errors, Block empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data, Empirical likelihood for semiparametric varying-coefficient partially linear regression models, Semiparametric simultaneous confidence bands for the difference of survival functions, Bias-corrected empirical likelihood in a multi-link semiparametric model, Empirical likelihood based inference for the derivative of the nonparametric regression function, Empirical likelihood inference for linear transformation models, Empirical likelihood in a regression model with noised variables, Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects, Semiparametric likelihood-based inference for censored data with auxiliary information from external massive data sources, Efficient estimation of Banach parameters in semiparametric models, Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model, Statistical inference for linear regression models with additive distortion measurement errors, Empirical likelihood for single-index models, Empirical Likelihood for Linear Models Under Linear Process Errors, A Test for Comparing Tail Indices for Heavy-Tailed Distributions via Empirical Likelihood, Empirical likelihood inference under stratified random sampling in the presence of measurement error, Partial linear models with general distortion measurement errors, Empirical likelihood inferences for semiparametric instrumental variable models, Coefficient constancy test in generalized random coefficient autoregressive model, Empirical likelihood for single-index varying-coefficient models with right-censored data, Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes, On empirical likelihood statistical functions, Empirical Likelihood for Nonparametric Models Under Linear Process Errors, Empirical Likelihood for Outlier Detection and Estimation in Autoregressive Time Series, Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts, Empirical Likelihood Inference of the Partial Linear Isotonic Errors-in-variables Regression Models with Missing Data, EMPIRICAL LIKELIHOOD-BASED INFERENCES FOR PARTIALLY LINEAR MODELS WITH MISSING COVARIATES, Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models, Modelling multilevel data under complex sampling designs: an empirical likelihood approach, Bayesian empirical likelihood for ridge and Lasso regressions, Empirical-likelihood-based Test for Partially Linear Single-index Models with Error-prone Linear Covariates, Empirical likelihood-based weighted rank regression with missing covariates, Empirical Likelihood Inference for the Rao‐Hartley‐Cochran Sampling Design, Nonparametric likelihood ratio confidence bands for quantile functions from incomplete survival data, Testing Serial Correlation in Partially Linear Additive Errors-in-variables Models, Empirical likelihood ratio tests for the linear regression model with inequality constraints, Testing serial correlation in partially linear additive models, Inferences on partial linear models with right censored data by empirical likelihood, \(L_1\)-estimation for covariate-adjusted regression, Adjusted empirical likelihood inference for additive hazards regression, Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model, Empirical likelihood confidence regions for the parameters of a two phases nonlinear model with and without missing response data, Adjusted empirical likelihood for long-memory time-series models, Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals, Statistical inferences in a partially linear model with autoregressive errors, Self-concordance for empirical likelihood, Empirical likelihood confidence regions for autoregressive models with explanatory variables, Empirical processes with estimated parameters under auxiliary information, Empirical likelihood-based inference under imputation for missing response data, Empirical likelihood based modal regression, Empirical likelihood-based inference in nonlinear regression models with missing responses at random, Empirical Likelihood Inference for Nonparametric Regression Functions with Functional Stationary Ergodic Data, The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis., Generalized moment based estimation and inference, Limited information likelihood and Bayesian analysis, Comparison of maximum entropy and higher-order entropy estimators., Imputation-based empirical likelihood inferences for partially nonlinear quantile regression models with missing responses, Empirical likelihood semiparametric regression analysis under random censorship, Estimating the conditional single-index error distribution with a partial linear mean regression, Empirical Likelihood Based Synthetic Data Method for Censored Regression Analysis, Empirical likelihood confidence region for parameter in the errors-in-variables models., Two Adjusted Empirical-Likelihood-Based Methods in Generalized Varying-Coefficient Partially Linear Model, Finite-sample properties of the adjusted empirical likelihood, Empirical Likelihood for Nonparametric Components in Additive Partially Linear Models, Changepoint Estimation in a Segmented Linear Regression via Empirical Likelihood, Empirical Likelihood Method for Censored Median Regression Models, Robust penalized empirical likelihood estimation method for linear regression, Logarithmic calibration for multiplicative distortion measurement errors regression models, A nonparametric Bayesian analysis for meningococcal disease counts based on integer-valued threshold time series models, Generalized case‐control sampling under generalized linear models, Inference for short‐memory time series models based on modified empirical likelihood, Accounting for Non‐ignorable Sampling and Non‐response in Statistical Matching, Distributed Empirical Likelihood Approach to Integrating Unbalanced Datasets, Bayesian empirical likelihood of linear regression model with current status data, Bayesian analysis of longitudinal data via empirical likelihood, Empirical likelihood in single-index quantile regression with high dimensional and missing observations, Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors, Two-sample nonparametric test for proportional reversed hazards, Absolute logarithmic calibration for correlation coefficient with multiplicative distortion, Maximum entropy and empirical likelihood in length-biased setting: a comparison study, Empirical likelihood inference for monotone index model, Nonlinear regression models with single‐index heteroscedasticity, A Progressive Block Empirical Likelihood Method for Time Series, Frequency domain generalized empirical likelihood method, A simultaneous estimation and variable selection rule, Empirical Likelihood for First-order Autoregressive Error-in-variable of Models With Validation Data, Weighted quantile regression with missing covariates using empirical likelihood, A generalized empirical likelihood approach for two-group comparisons given aU-statistic constraint, Censored partial linear models and empirical likelihood, Blockwise empirical Euclidean likelihood for weakly dependent processes, Inference for the mean difference in the two-sample random censorship model, Computation of the empirical likelihood ratio from censored data, Inference for the Mean Residual Life Function via Empirical Likelihood, Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes, The empirical likelihood estimation of the quantile function under the multiplicative intercept risk model, Detection of the symmetry of model errors for partial linear single-index models, Penalised empirical likelihood for the additive hazards model with high-dimensional data, Testing symmetry based on empirical likelihood, Confidence intervals for data containing many zeros and ones based on empirical likelihood-type methods, A Euclidean Likelihood Estimator for Bivariate Tail Dependence, EMPIRICAL LIKELIHOOD FOR COX REGRESSION MODEL UNDER RANDOM CENSORSHIP, Statistical Inference in Partially Linear Varying-Coefficient Models with Missing Responses at Random, Bootstrapping with auxiliary information, Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model, Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models, Empirical likelihood based estimation for a class of functional coefficient ARCH-M models, Empirical likelihood ratio confidence intervals in terms of cumulative hazard function for left-truncated and right-censored data, Testing for error correlation in partially functional linear regression models, A multi-step kernel–based regression estimator that adapts to error distributions of unknown form, Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates, Empirical likelihood approach for change-point estimation based on residuals in piecewise linear models, Statistical inferences for varying coefficient partially non linear model with missing covariates, Empirical likelihood for panel data models with spatial errors, Combining empirical likelihood and robust estimation methods for linear regression models, Testing symmetry of model errors for nonparametric regression models by using correlation coefficient1, Correlation coefficient-based measure for checking symmetry or asymmetry of a continuous variable with additive distortion, Detection the symmetry or asymmetry of model errors in partial linear models, Measuring the symmetry of model errors for varying coefficient regression models based on correlation coefficient, Spectral Density Ratio Models for Multivariate Extremes, Variable selection in generalized estimating equations via empirical likelihood and Gaussian pseudo-likelihood, An alternative algorithm of the empirical likelihood estimation for the parameter of a linear regression model, Estimation of the error distribution function for partial linear single-index models, Empirical likelihood analysis for accelerated failure time model using length-biased data, Empirical likelihood estimation for linear regression models with AR(p) error terms with numerical examples, On copula moment: empirical likelihood based estimation method, Empirical-likelihood-based confidence intervals for quantile regression models with longitudinal data, On the State of the Art of Info-metrics, Empirical likelihood confidence bands for mean functions of recurrent events with competing risks and a terminal event, Estimating equations, empirical likelihood and constraints on parameters, Correlation analysis with additive distortion measurement errors, Semiparametric regression using empirical likelihood with shape information, Outliers in Time Series: An Empirical Likelihood Approach, Large-Deviations Theory and Empirical Estimator Choice, A Composite Generalized Cross-Entropy Formulation in Small Samples Estimation, Testing Serial Correlation in Partial Linear Errors-in-Variables Models Based on Empirical Likelihood, Using Moment Constraints in GME Estimation, On Empirical Distribution Functions Under Auxiliary Information, Nonparametric-likelihood inference based on cost-effectively-sampled-data, Empirical likelihood for generalized partially linear varying-coefficient models, Empirical likelihood ratio with doubly truncated data, On the accuracy of empirical likelihood confidence intervals forM-Functionals, Instrumental variable-based empirical likelihood inferences for varying-coefficient models with error-prone covariates, Jackknife empirical likelihood method for testing the equality of two variances, Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model, Empirical likelihood inferences for varying coefficient partially nonlinear models, Empirical likelihood-based robust tests for genetic association analysis with quantitative traits, Empirical Likelihood Inference for the Cox Model with Time‐dependent Coefficients via Local Partial Likelihood, The Block Empirical Likelihood Method of the Semivarying Coefficient Model with Application to Longitudinal Data, Empirical Likelihood for a Partially Linear Single-Index Measurement Error Model with Right-Censored Data, Empirical likelihood inference for partial functional linear model with missing responses, Empirical Likelihood Ratio for Linear Transformation Models with Doubly Censored Data, Analyzing Incomplete Data Subject to a Threshold using Empirical Likelihood Methods: An Application to a Pneumonia Risk Study in an ICU Setting, Two-sample density-based empirical likelihood tests for incomplete data in application to a pneumonia study, Empirical likelihood inference for error density estimators in first-order autoregression models, Testing Serial Correlation in Partially Linear Single-Index Errors-in-Variables Models, A note on kernel density estimation with auxiliary information, Empirical Likelihood for Generalized Partially Linear Single-index Models, Robust empirical likelihood for linear models under median constraints, ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS, Semiparametric Analysis for Additive Risk Model via Empirical Likelihood, Empirical Likelihood Method for General Additive-Multiplicative Hazard Models, Methods of Statistical Inference for Median Regression Models with Doubly Censored Data, Empirical Likelihood Inference for the Parameter in Additive Partially Linear EV Models, Semiparametric inference with kernel likelihood, Regression analysis for long-term survival rate via empirical likelihood, Density-Based Empirical Likelihood Ratio Change Point Detection Policies, Threshold autoregression analysis for finite-range time series of counts with an application on measles data, Estimation and inference for generalized semi-varying coefficient models, The Empirical Likelihood for First-Order Random Coefficient Integer-Valued Autoregressive Processes, A note on empirical likelihoods derived from pairwise score functions, Simple and Exact Empirical Likelihood Ratio Tests for Normality Based on Moment Relations, A Small-Sample Estimator for the Sample-Selection Model, Linear regression analysis with inequality constraints on the regression parameters via empirical likelihood, Tuning parameter selection for penalised empirical likelihood with a diverging number of parameters, Empirical Likelihood Confidence Region for the Parameter in a Partially Linear Errors-in-Variables Model, Conditional heteroscedasticity test for Poisson autoregressive model, Jackknife empirical likelihood test for mean residual life functions, Empirical likelihood inference for random coefficient INAR(p) process, Bayesian empirical likelihood and variable selection for censored linear model with applications to acute myelogenous leukemia data, Testing Serial Correlation in Semiparametric Varying-Coefficient Partially Linear Models, Count Data Models with Correlated Unobserved Heterogeneity, Two-step combined nonparametric likelihood estimation of misspecified semiparametric models, Empirical likelihood-MM (EL-MM) estimation for the parameters of a linear regression model, Robust Wasserstein profile inference and applications to machine learning, Depth-based weighted empirical likelihood and general estimating equations, Modifications of the Empirical Likelihood Interval Estimation with Improved Coverage Probabilities, Empirical likelihood test for the application of swqmele in fitting an arma‐garch model, Estimating the treatment effect in the two-sample problem with auxiliary information, Moment Conditions and Bayesian Non-Parametrics, Sample Out-of-Sample Inference Based on Wasserstein Distance, Empirical likelihood for average derivatives, Unnamed Item, Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models, Statistical Inference on Partially Linear Additive Models with Missing Response Variables and Error-prone Covariates, Testing Serial Correlation in Single Index Models, Empirical likelihood-based hot deck imputation methods, Bahadur representations of the empirical likelihood quantile processes