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

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• Empirical likelihood confidence intervals for linear regression coefficients
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• 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)

• Multi-index regression models with missing covariates at random
• Partially linear single-index model with missing responses 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
• Adaptive nonparametric comparison of regression curves
• Statistical inference on asymptotic properties of two estimators for the partially linear single-index models
• Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals
• Bias-corrected smoothed score function for single-index models
• Quantile regression and variable selection for partially linear single-index models with missing censoring indicators
• 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
• Varying-coefficient single-index measurement error model
• Empirical likelihood for the varying-coefficient single-index model
• Empirical likelihood for generalized partially linear varying-coefficient models
• Iterative GMM for partially linear single-index models with partly endogenous regressors
• Adaptive semiparametric estimation for single index models with jumps
• Generalized varying index coefficient models
• Homogeneity Pursuit in Single Index Models based Panel Data Analysis
• Empirical likelihood for single-index varying-coefficient models with right-censored data
• Empirical likelihood in a partially linear single-index model with censored response data
• Empirical likelihood for the parametric part in partially linear errors-in-function models
• A review on empirical likelihood methods for regression
• A partially linear single-index transformation model and its nonparametric estimation
• Empirical likelihood in some nonparametric and semiparametric models
• Empirical likelihood inference for semi-parametric varying-coefficient partially linear EV models
• Empirical likelihood for density-weighted average derivatives
• Adaptive testing for the partially linear single-index model with error-prone linear covariates
• Empirical likelihood inference in partially linear single-index models for longitudinal data
• Efficient estimation in heteroscedastic single-index models
• Empirical likelihood for partially time-varying coefficient models with dependent observations
• SIMEX estimation for single-index model with covariate measurement error
• Statistical estimation in partially linear single-index models with error-prone linear covariates
• Empirical likelihood confidence regions of the parameters in a partially linear single-index model
• Adaptive confidence region for the direction in semiparametric regressions
• Single-index quantile regression with left truncated data
• Statistical inferences for varying coefficient partially non linear model with missing covariates
• Bayesian empirical likelihood inference and order shrinkage for autoregressive models
• Efficient estimation for the heteroscedastic single-index varying coefficient models
• Empirical likelihood confidence intervals for response mean with data missing at random
• Weighted estimation of single index models with right censored responses
• Empirical likelihood for single-index varying-coefficient models
• Variable selection and estimation for partially linear single-index models with longitudinal data
• Estimation for a marginal generalized single-index longitudinal model
• Partially linear single-index model in the presence of measurement error
• Multivariate partially linear single-index models: Bayesian analysis
• Empirical likelihood and estimation in a partially linear varying coefficient model with right censored data
• Statistical inference in partially-varying-coefficient single-index model
• Testing structural change in partially linear single-index models with error-prone linear covariates
• 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
• Are efficient estimators in single-indexed models really efficient? A computational discussion
• Profile empirical-likelihood inferences for the single-index-coefficient regression model
• Estimation of a varying coefficient, fixed-effects Cobb-Douglas production function in levels
• The Empirical Likelihood Goodness-of-Fit Test for a Regression Model with Randomly Censored Data
• The EFM approach for single-index 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 inference in partially linear single-index models with endogenous covariates
• Empirical likelihood for heteroscedastic partially linear models
• Empirical likelihood-based inferences for generalized partially linear models
• Empirical likelihood for a heteroscedastic partial linear model
• Testing serial correlation in partially linear single-index errors-in-variables models
• Beran-based approach for single-index models under censoring
• Inverse probability weighted estimators for single-index models with missing covariates
• Inference for nonparametric parts in single-index varying-coefficient model
• Semiparametric single index multi change points model with an application of environmental health study on mortality and temperature
• Bayesian analysis of partially linear, single-index, spatial autoregressive models
• Estimation and empirical likelihood for single-index models with missing data in the covariates
• Empirical likelihood inference for partially time-varying coefficient errors-in-variables models
• Empirical likelihood confidence regions in the single-index model with growing dimensions
• Empirical likelihood for a partially linear model with covariate data missing at random
• Statistical inference of heterogeneous treatment effect based on single-index model
• Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach
• Empirical Likelihood Local Polynomial Regression Analysis of Clustered Data
• A short note on fitting a single-index model with massive data
• Empirical-likelihood-based test for partially linear single-index models with error-prone linear covariates
• Semiparametric inference on partially linear single-index model
• A relative error estimation approach for multiplicative 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
• Statistical inferences for partially linear single-index models with error-prone linear covariates
• Bias-corrected empirical likelihood in a multi-link semiparametric model
• Empirical likelihood for generalized partially linear single-index models
• Empirical likelihood for single-index regression models under negatively associated errors
• Efficient estimation for marginal generalized partially linear single-index models with longitudinal data
• Empirical likelihood for single-index models with responses missing at random
• Simultaneous confidence band for single-index random effects models with longitudinal data
• Robust nonparametric derivative estimator
• Confidence regions near singular information and boundary points with applications to mixed models
• Two-sample empirical likelihood method for difference between coefficients in linear regression model
• Empirical likelihood for a partially linear single-index measurement error model with right-censored data
• A Bayesian multivariate partially linear single-index probit model for ordinal responses
• 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
• Single index Fréchet regression
• Corrected empirical likelihood for a class of generalized linear measurement error models
• Empirical Likelihood for Partially Linear Single-Index Errors-in-Variables Model
• Balanced augmented empirical likelihood for regression models
• Efficient inferences on the varying-coefficient single-index model with empirical likelihood

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