Bias-corrected empirical likelihood in a multi-link semiparametric model

DOI10.1016/j.jmva.2009.08.009zbMath1181.62039OpenAlexW1989611561MaRDI QIDQ2267586

Lu Lin, Xia Cui, Li Xing Zhu, Gao Rong Li

Publication date: 1 March 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.08.009

zbMATH Keywords

confidence regionchi-square distributionbias correctiontest statisticempirical likelihood ratiomulti-link semiparametric model

Mathematics Subject Classification ID

Related Items (17)

Estimation in linear regression models with measurement errors subject to single-indexed distortion ⋮ On the single-index model estimate of the conditional density function: consistency and implementation ⋮ Estimation of the error distribution function for partial linear single-index models ⋮ Two-step semiparametric empirical likelihood inference ⋮ A revisit to correlation analysis for distortion measurement error data ⋮ A profile-type smoothed score function for a varying coefficient partially linear model ⋮ Partial linear additive distortion measurement errors models ⋮ Estimation of correlation coefficient with general distortion measurement errors ⋮ Correlation analysis with additive distortion measurement errors ⋮ Absolute logarithmic calibration for correlation coefficient with multiplicative distortion ⋮ LIKELIHOOD INFERENCE ON SEMIPARAMETRIC MODELS WITH GENERATED REGRESSORS ⋮ Exploring the constant coefficient of a single-index variation ⋮ Nonlinear measurement errors models subject to partial linear additive distortion ⋮ Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach ⋮ Wilks' theorem for semiparametric regressions with weakly dependent data ⋮ Detection of the symmetry of model errors for partial linear single-index models ⋮ Estimating the conditional single-index error distribution with a partial linear mean regression

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