Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model

DOI10.1111/J.1467-9868.2006.00556.XzbMATH Open1110.62055OpenAlexW2060231208MaRDI QIDQ3408549FDOQ3408549

Authors: Li-Xing Zhu, Liugen Xue 

Publication date: 14 November 2006

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2006.00556.x

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zbMATH Keywords

empirical likelihoodchi-square distributionconfidence regioncoverage probabilitypartially linear single-index models

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Parametric tolerance and confidence regions (62F25) Nonparametric tolerance and confidence regions (62G15)

Cites Work

• Empirical likelihood methods with weakly dependent processes
• Alternative Models for the Analysis of Variance
• Sliced Inverse Regression for Dimension Reduction
• Generalized Partially Linear Single-Index Models
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Extending the scope of empirical likelihood
• Nonparametric checks for single-index models
• Empirical likelihood
• Model Checks for Generalized Linear Models
• Asymptotics for kernel estimate of sliced inverse regression
• Quasi-likelihood Estimation in Semiparametric Models
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• Empirical likelihood confidence intervals for linear regression coefficients
• Asymptotics of the goodness-of-fit test for a partial linear model with randomly censored data
• Empirical likelihood confidence intervals for \(M\)-functionals in the presence of auxiliary information
• Semiparametric Regression in Likelihood-Based Models

Cited In (only showing first 100 items - show all)

• Partially linear single-index model with missing responses at random
• Multi-index regression models with missing covariates at random
• Zero finite-order serial correlation test in a partially linear single-index model
• Empirical likelihood inference for partially linear panel data models with fixed effects
• Empirical likelihood for the varying-coefficient single-index model
• Generalized varying index coefficient models
• A partially linear single-index transformation model and its nonparametric estimation
• Empirical likelihood for single-index varying-coefficient models with right-censored data
• Efficient estimation in heteroscedastic single-index models
• Empirical likelihood for partially time-varying coefficient models with dependent observations
• Empirical likelihood in some nonparametric and semiparametric models
• Empirical likelihood for the parametric part in partially linear errors-in-function models
• A review on empirical likelihood methods for regression
• Empirical likelihood inference for semi-parametric varying-coefficient partially linear EV models
• Empirical likelihood inference in partially linear single-index models for longitudinal data
• Empirical likelihood for density-weighted average derivatives
• Empirical likelihood confidence regions of the parameters in a partially linear single-index model
• Empirical likelihood confidence intervals for response mean with data missing at random
• Efficient estimation for the heteroscedastic single-index varying coefficient models
• Weighted estimation of single index models with right censored responses
• Empirical likelihood for single-index varying-coefficient models
• Estimation for a marginal generalized single-index longitudinal model
• Statistical inference in partially-varying-coefficient single-index model
• Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data
• Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters
• Estimation in linear regression models with measurement errors subject to single-indexed distortion
• Estimation of a varying coefficient, fixed-effects Cobb-Douglas production function in levels
• Profile empirical-likelihood inferences for the single-index-coefficient regression model
• The EFM approach for single-index models
• Empirical likelihood-based inferences for generalized partially linear models
• Confidence intervals for high-dimensional partially linear single-index models
• Empirical likelihood for varying-coefficient single-index model with right-censored data
• Empirical likelihood for heteroscedastic partially linear models
• Empirical likelihood for a heteroscedastic partial linear model
• Testing serial correlation in partially linear single-index errors-in-variables models
• Empirical likelihood inference for partially time-varying coefficient errors-in-variables models
• Estimation and empirical likelihood for single-index models with missing data in the covariates
• Statistical inference of heterogeneous treatment effect based on single-index model
• Empirical Likelihood Local Polynomial Regression Analysis of Clustered Data
• Empirical likelihood for a partially linear model with covariate data missing at random
• Semiparametric inference on partially linear single-index model
• Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model
• Empirical likelihood inference in linear regression with nonignorable missing response
• Bias-corrected empirical likelihood in a multi-link semiparametric model
• Two-sample empirical likelihood method for difference between coefficients in linear regression model
• Empirical Likelihood for Partially Linear Single-Index Errors-in-Variables Model
• Nonlinear models with measurement errors subject to single-indexed distortion
• An empirical likelihood inference for the coefficient difference of a two-sample linear model with missing response data
• Efficient inferences on the varying-coefficient single-index model with empirical likelihood
• Detecting difference between coefficients in linear model using jackknife empirical likelihood
• Empirical likelihood-based inference in a partially linear model for longitudinal data
• Estimation and testing for panel data partially linear single-index models with errors correlated in space and time
• Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models
• Quadratic inference functions for partially linear single-index models with longitudinal data
• On an asymptotically more efficient estimation of the single-index model
• Efficient empirical-likelihood-based inferences for the single-index model
• Variable selection of generalized regression models based on maximum rank correlation
• Estimation and empirical likelihood for single-index multiplicative models
• Semiparametric efficient estimation for partially linear single-index models with responses missing at random
• Empirical likelihood for semiparametric regression model with missing response data
• Empirical likelihood inference for parameters in a partially linear errors-in-variables model
• Model structure selection in single-index-coefficient regression models
• An empirical likelihood method in a partially linear single-index model with right censored data
• Estimation of single index model with missing response at random
• Empirical likelihood estimation of discretely sampled processes of OU type
• Empirical Likelihood Confidence Region for the Parameter in a Partially Linear Errors-in-Variables Model
• Empirical likelihood-based inference in varying-coefficient single-index models
• Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model
• Analysis of panel data partially linear single-index models with serially correlated errors
• Estimation for Partially Linear Single-index Instrumental Variables Models
• Empirical likelihood for partially linear single-index models under negatively associated errors
• Empirical likelihood inference for the parameter in additive partially linear EV models
• Empirical Likelihood Confidence Region for Parameters in Semi-linear Errors-in-Variables Models
• Covariate-adjusted nonlinear regression
• Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data
• A profile-type smoothed score function for a varying coefficient partially linear model
• Semiparametric estimation of fixed effects panel data single-index model
• Empirical likelihood for linear models with missing responses
• Estimation for a partial-linear single-index model
• Estimation for single-index and partially linear single-index integrated models
• Statistical estimation for a partially linear single-index model with errors in all variables
• Bias-corrected smoothed score function for single-index models
• Iterative GMM for partially linear single-index models with partly endogenous regressors
• Adaptive semiparametric estimation for single index models with jumps
• Statistical estimation in partially linear single-index models with error-prone linear covariates
• Adaptive testing for the partially linear single-index model with error-prone linear covariates
• SIMEX estimation for single-index model with covariate measurement error
• Adaptive confidence region for the direction in semiparametric regressions
• Variable selection and estimation for partially linear single-index models with longitudinal data
• Multivariate partially linear single-index models: Bayesian analysis
• Testing structural change in partially linear single-index models with error-prone linear covariates
• The Empirical Likelihood Goodness-of-Fit Test for a Regression Model with Randomly Censored Data
• Empirical likelihood inference in partially linear single-index models with endogenous covariates
• Are efficient estimators in single-indexed models really efficient? A computational discussion
• Inference for nonparametric parts in single-index varying-coefficient model
• Beran-based approach for single-index models under censoring
• Empirical likelihood confidence regions in the single-index model with growing dimensions
• A relative error estimation approach for multiplicative single index model
• Robust nonparametric derivative estimator
• Efficient estimation for marginal generalized partially linear single-index models with longitudinal data

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