Penalized empirical likelihood estimation of semiparametric models
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Publication:2426738
DOI10.1016/j.jmva.2007.05.005zbMath1138.62015OpenAlexW2090909148MaRDI QIDQ2426738
Publication date: 23 April 2008
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2007.05.005
Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items (9)
Generalized empirical likelihood testing in semiparametric conditional moment restrictions models ⋮ Econometric estimation with high-dimensional moment equalities ⋮ Penalized empirical likelihood for generalized linear models with longitudinal data ⋮ Culling the Herd of Moments with Penalized Empirical Likelihood ⋮ A review of empirical likelihood methods for time series ⋮ Penalized empirical likelihood for partially linear errors-in-variables models ⋮ A penalized empirical likelihood method in high dimensions ⋮ EMPIRICAL LIKELIHOOD ESTIMATION OF CONDITIONAL MOMENT RESTRICTION MODELS WITH UNKNOWN FUNCTIONS ⋮ Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models
Uses Software
Cites Work
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