Empirical likelihood for nonparametric models under linear process errors

DOI10.1111/ANZS.12022MaRDI QIDQ2802835zbMATH OpenOpenAlexFDO

Authors Lijun Luo, Yongsong Qin, Qingzhu Lei

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

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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• Empirical likelihood methods with weakly dependent processes
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
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Cited in

(5)

• Empirical likelihood confidence intervals for nonparametric regression functions under dependent samples
• GENERAL LINEAR PROCESSES:A PROPERTY OF THE EMPIRICAL PROCESS APPLIED TO DENSITY AND MODE ESTIMATION
• Empirical likelihood for nonparametric regression models with spatial autoregressive errors
• Empirical likelihood confidence intervals for local linear smoothers
• Empirical likelihood for linear models under linear process errors

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