Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data
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- scientific article; zbMATH DE number 6129189
Cites work
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 1894666 (Why is no real title available?)
- scientific article; zbMATH DE number 774851 (Why is no real title available?)
- scientific article; zbMATH DE number 889593 (Why is no real title available?)
- scientific article; zbMATH DE number 2188837 (Why is no real title available?)
- A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
- An Adaptive Estimation of Dimension Reduction Space
- Bounds on coverage probabilities of the empirical likelihood ratio confidence regions.
- Doubly Robust and Efficient Estimators for Heteroscedastic Partially Linear Single-Index Models Allowing high Dimensional Covariates
- EMPIRICAL LIKELIHOOD FOR COX REGRESSION MODEL UNDER RANDOM CENSORSHIP
- Effects of data dimension on empirical likelihood
- Efficient semiparametric estimator for heteroscedastic partially linear models
- Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
- Empirical likelihood
- Empirical likelihood and general estimating equations
- Empirical likelihood for heteroscedastic partially linear models
- Empirical likelihood for linear models
- Empirical likelihood for partially linear models
- Empirical likelihood for single-index models
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Empirical likelihood-based inference in linear errors-in-covariables models with validation data
- Extending the scope of empirical likelihood
- Generalized Partially Linear Single-Index Models
- On extended partially linear single-index models
- Penalized Spline Estimation for Partially Linear Single-Index Models
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Semi-parametric estimation of partially linear single-index models
- Semiparametric efficient estimation for partially linear single-index models with responses missing at random
- Semiparametric estimation of treatment effect in a pretest-posttest study with missing data (with comments and rejoinder)
- Smoothed empirical likelihood confidence intervals for quantiles
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
Cited in
(6)- Empirical likelihood confidence regions in the single-index model with growing dimensions
- Exponentially tilted likelihood inference on growing dimensional unconditional moment models
- Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model
- Empirical likelihood in single-index quantile regression with high dimensional and missing observations
- Quantile regression of partially linear single-index model with missing observations
- Empirical likelihood for partially linear proportional hazards models with growing dimensions
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