Empirical Likelihood Inference for Nonparametric Regression Functions with Functional Stationary Ergodic Data
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Cites work
- scientific article; zbMATH DE number 1034225 (Why is no real title available?)
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Cited in
(11)- Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors
- Empirical likelihood confidence intervals for nonparametric functional data analysis
- Empirical likelihood based inference for second-order diffusion models
- Nonparametric M-estimation for functional stationary ergodic data
- scientific article; zbMATH DE number 7112204 (Why is no real title available?)
- Empirical likelihood confidence intervals for nonparametric regression functions under dependent samples
- Empirical likelihood for nonparametric models under linear process errors
- Asymptotic normality of locally modelled regression estimator for functional data
- Empirical likelihood based inference for the derivative of the nonparametric regression function
- Empirical likelihood inference of a conditional quantile for functional data
- scientific article; zbMATH DE number 895832 (Why is no real title available?)
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