Empirical likelihood for nonparametric models under linear process errors

DOI10.1111/ANZS.12022zbMATH Open1334.62066OpenAlexW2080187655MaRDI QIDQ2802835FDOQ2802835

Qingzhu Lei, Lijun Luo, Yongsong Qin

Publication date: 27 April 2016

Published in: Australian \& New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/anzs.12022

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zbMATH Keywords

confidence intervalnonparametric regressionempirical likelihoodlinear process

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric tolerance and confidence regions (62G15)

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Cited In (2)

• GENERAL LINEAR PROCESSES:A PROPERTY OF THE EMPIRICAL PROCESS APPLIED TO DENSITY AND MODE ESTIMATION
• Empirical likelihood confidence intervals for local linear smoothers

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