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

DOI10.1111/J.1467-9868.2006.00556.XMaRDI QIDQ3408549zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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

Cited in

(only showing first 100 items - show all)

• Partially linear single-index beta regression model and score test
• Statistical estimation in partially linear single-index models with error-prone linear covariates
• Estimation in partially linear single-index models with missing covariates
• Empirical likelihood for a heteroscedastic partial linear errors-in-variables model
• Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data
• Balanced augmented empirical likelihood for regression models
• Adaptive testing for the partially linear single-index model with error-prone linear covariates
• Consistent inference for biased sub-model of high-dimensional partially linear model
• Empirical likelihood for generalized linear models with missing responses
• Maximum empirical likelihood estimation and related topics
• Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach
• SIMEX estimation for single-index model with covariate measurement error
• Multivariate partially linear single-index models: Bayesian analysis
• Corrected empirical likelihood for a class of generalized linear measurement error models
• Large-sample estimation and inference in multivariate single-index models
• Iterative GMM for partially linear single-index models with partly endogenous regressors
• Adaptive semiparametric estimation for single index models with jumps
• The Empirical Likelihood Goodness-of-Fit Test for a Regression Model with Randomly Censored Data
• Corrected empirical likelihood inference for right-censored partially linear single-index model
• Rejoinder on: A review on empirical likelihood methods for regression
• Robust nonparametric derivative estimator
• Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model
• Empirical likelihood inference in partially linear single-index models with endogenous covariates
• A relative error estimation approach for multiplicative single index model
• Estimation in a partially linear single-index model with missing response variables and error-prone covariates
• Profile likelihood-based confidence intervals and regions for structural equation models
• Estimation for single-index and partially linear single-index integrated models
• Are efficient estimators in single-indexed models really efficient? A computational discussion
• Empirical likelihood confidence regions of the parameters in a partially linear single-index EV model
• Testing structural change in partially linear single-index models with error-prone linear covariates
• Efficient estimation for marginal generalized partially linear single-index models with longitudinal data
• Inferences with generalized partially linear single-index models for longitudinal data
• Statistical inferences for partially linear single-index models with error-prone linear covariates
• Inference for nonparametric parts in single-index varying-coefficient model
• Variable selection and estimation for partially linear single-index models with longitudinal data
• Statistical estimation for a partially linear single-index model with errors in all variables
• Adaptive confidence region for the direction in semiparametric regressions
• Beran-based approach for single-index models under censoring
• Bias-corrected smoothed score function for single-index models
• Empirical likelihood for single-index models with responses missing at random
• Robust estimation in linear regression models for longitudinal data with covariate measurement errors and outliers
• Simultaneous confidence band for single-index random effects models with longitudinal data
• A Bayesian multivariate partially linear single-index probit model for ordinal responses
• Empirical likelihood for varying coefficient EV models under longitudinal data
• Quantile regression of partially linear single-index model with missing observations
• Empirical likelihood confidence regions in the single-index model with growing dimensions
• Empirical likelihood for single index model with missing covariates at random
• Statistical inference on asymptotic properties of two estimators for the partially linear single-index models
• Semiparametric efficient inferences for generalised partially linear models
• Empirical likelihood inference in linear regression with nonignorable missing response
• Empirical Likelihood Confidence Region for the Parameter in a Partially Linear Errors-in-Variables Model
• Empirical likelihood in some nonparametric and semiparametric models
• Estimation in linear regression models with measurement errors subject to single-indexed distortion
• Efficient inferences on the varying-coefficient single-index model with empirical likelihood
• Efficient estimation for the heteroscedastic single-index varying coefficient models
• Partially linear single-index model with missing responses at random
• Statistical inference of heterogeneous treatment effect based on single-index model
• Multi-index regression models with missing covariates at random
• Empirical likelihood-based inferences for generalized partially linear models
• Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models
• Zero finite-order serial correlation test in a partially linear single-index model
• Confidence intervals for high-dimensional partially linear single-index models
• Empirical likelihood for varying-coefficient single-index model with right-censored data
• A profile-type smoothed score function for a varying coefficient partially linear model
• Empirical likelihood for the parametric part in partially linear errors-in-function models
• Bias-corrected empirical likelihood in a multi-link semiparametric model
• A review on empirical likelihood methods for regression
• Empirical likelihood-based inference in varying-coefficient single-index models
• Empirical likelihood for heteroscedastic partially linear models
• Empirical likelihood inference for parameters in a partially linear errors-in-variables model
• Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model
• Empirical likelihood inference for semi-parametric varying-coefficient partially linear EV models
• Empirical likelihood for the varying-coefficient single-index model
• Empirical likelihood for a heteroscedastic partial linear model
• Empirical likelihood for partially linear single-index models under negatively associated errors
• Quadratic inference functions for partially linear single-index models with longitudinal data
• Testing serial correlation in partially linear single-index errors-in-variables models
• 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
• Empirical likelihood inference in partially linear single-index models for longitudinal data
• Empirical likelihood for density-weighted average derivatives
• Covariate-adjusted nonlinear regression
• Empirical Likelihood Local Polynomial Regression Analysis of Clustered Data
• Empirical likelihood for a partially linear model with covariate data missing at random
• Estimation of single index model with missing response at random
• Weighted estimation of single index models with right censored responses
• A partially linear single-index transformation model and its nonparametric estimation
• Empirical likelihood for single-index varying-coefficient models
• Empirical likelihood inference for partially linear panel data models with fixed effects
• Estimation of a varying coefficient, fixed-effects Cobb-Douglas production function in levels
• An empirical likelihood method in a partially linear single-index model with right censored data
• Estimation and empirical likelihood for single-index multiplicative models
• On an asymptotically more efficient estimation of the single-index model
• Empirical likelihood for single-index varying-coefficient models with right-censored data
• Empirical likelihood-based inference in a partially linear model for longitudinal data
• Statistical inference in partially-varying-coefficient single-index model
• Empirical likelihood confidence regions of the parameters in a partially linear single-index model
• 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
• Estimation for a marginal generalized single-index longitudinal model

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