Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data

DOI10.1007/S00184-018-0642-7zbMATH Open1468.62266OpenAlexW2793733591MaRDI QIDQ1744028FDOQ1744028

Authors: Jianglin Fang, Wanrong Liu, Xuewen Lu 

Publication date: 16 April 2018

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-018-0642-7

Recommendations

• Empirical likelihood for heteroscedastic partially linear models
• Empirical likelihood confidence regions in the single-index model with growing dimensions
• Empirical likelihood for generalized partially linear single-index models
• Empirical likelihood for a heteroscedastic partial linear model
• scientific article; zbMATH DE number 6129189

zbMATH Keywords

heteroscedasticityhigh-dimensional datasemiparametric efficiencyempirical likelihoodpartially linear single-index model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Linear regression; mixed models (62J05)

Cites Work

• Empirical likelihood ratio confidence regions
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Semi-parametric estimation of partially linear single-index models
• Generalized Partially Linear Single-Index Models
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Extending the scope of empirical likelihood
• Empirical likelihood for linear models
• Empirical likelihood and general estimating equations
• Bounds on coverage probabilities of the empirical likelihood ratio confidence regions.
• Empirical likelihood
• Empirical likelihood ratio confidence intervals for a single functional
• An Adaptive Estimation of Dimension Reduction Space
• Empirical likelihood for partially linear models
• Efficient semiparametric estimator for heteroscedastic partially linear models
• Empirical likelihood-based inference in linear errors-in-covariables models with validation data
• Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
• Title not available (Why is that?)
• Title not available (Why is that?)
• Smoothed empirical likelihood confidence intervals for quantiles
• Effects of data dimension on empirical likelihood
• Title not available (Why is that?)
• EMPIRICAL LIKELIHOOD FOR COX REGRESSION MODEL UNDER RANDOM CENSORSHIP
• On extended partially linear single-index models
• Semiparametric efficient estimation for partially linear single-index models with responses missing at random
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• Doubly Robust and Efficient Estimators for Heteroscedastic Partially Linear Single-Index Models Allowing high Dimensional Covariates
• A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
• Empirical likelihood for single-index models
• Title not available (Why is that?)
• Empirical likelihood for heteroscedastic partially linear models
• Semiparametric estimation of treatment effect in a pretest-posttest study with missing data (with comments and rejoinder)
• Title not available (Why is that?)

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

This page was built for publication: Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1744028)