A moving blocks empirical likelihood method for longitudinal data
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Publication:2803479
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Cites work
- A frequency domain empirical likelihood for short- and long-range dependence
- A general resampling scheme for triangular arrays of -mixing random variables with application to the problem of spectral density estimation
- A maximal inequality and dependent strong laws
- Akaike's information criterion in generalized estimating equations
- An efficient empirical likelihood approach for estimating equations with missing data
- Block empirical likelihood for longitudinal partially linear regression models
- Conditional inference functions for mixed-effects models with unspecified random-effects distri\-bution
- Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data
- Empirical likelihood and general estimating equations
- Empirical likelihood methods with weakly dependent processes
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
- Generalized empirical likelihood methods for analyzing longitudinal data
- Implementing semiparametric density estimation
- Mixed effects models for complex data
Cited in
(9)- Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection
- Empirical likelihood inference in autoregressive models with time-varying variances
- Moving block bootstrap for analyzing longitudinal data
- Bandwidth selection in blocks empirical likelihood method for time series
- A Progressive Block Empirical Likelihood Method for Time Series
- Asymptotics for least product relative error estimation and empirical likelihood with longitudinal data
- The Block Empirical Likelihood Method of the Semivarying Coefficient Model with Application to Longitudinal Data
- Empirical likelihood inference for longitudinal data with covariate measurement errors: an application to the LEAN study
- Adjusted blockwise empirical likelihood for long memory time series models
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