Empirical Likelihood Inference for Nonparametric Regression Functions with Functional Stationary Ergodic Data
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Publication:2864653
DOI10.1080/03610926.2011.630766zbMATH Open1462.62252OpenAlexW2005989458MaRDI QIDQ2864653FDOQ2864653
Authors: Xianzhu Xiong, Zhengyan Lin 
Publication date: 26 November 2013
Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2011.630766
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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
- Title not available (Why is that?)
- Nonparametric M-estimation for functional stationary ergodic data
- 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
- Title not available (Why is that?)
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