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
• Empirical likelihood for partial linear models with fixed designs
• 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)

• 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
• Statistical inferences for partially linear single-index models with error-prone linear covariates
• Empirical likelihood for single-index models with responses missing at random
• Simultaneous confidence band for single-index random effects models with longitudinal data
• A Bayesian multivariate partially linear single-index probit model for ordinal responses
• Balanced augmented empirical likelihood for regression models
• Corrected empirical likelihood for a class of generalized linear measurement error models
• Empirical likelihood for varying coefficient EV models under longitudinal data
• Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach
• Empirical likelihood for a heteroscedastic partial linear errors-in-variables model
• Rejoinder on: A review on empirical likelihood methods for regression
• Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model
• Inferences with generalized partially linear single-index models for longitudinal data
• Consistent inference for biased sub-model of high-dimensional partially linear model
• Empirical likelihood for generalized linear models with missing responses
• Corrected empirical likelihood inference for right-censored partially linear 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
• Robust estimation in linear regression models for longitudinal data with covariate measurement errors and outliers
• Empirical likelihood for single index model with missing covariates at random
• Maximum empirical likelihood estimation and related topics
• Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data
• Partially linear single-index beta regression model and score test
• Estimation in partially linear single-index models with missing covariates
• Quantile regression of partially linear single-index model with missing observations
• Empirical likelihood confidence regions of the parameters in a partially linear single-index EV model
• Large-sample estimation and inference in multivariate single-index models
• Semiparametric efficient inferences for generalised partially linear models
• 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
• Varying-coefficient single-index measurement error model
• Quantile regression and variable selection for partially linear single-index models with missing censoring indicators
• Empirical likelihood for generalized partially linear varying-coefficient models
• Homogeneity Pursuit in Single Index Models based Panel Data Analysis
• Empirical likelihood in a partially linear single-index model with censored response data
• Statistical inferences for varying coefficient partially non linear model with missing covariates
• Single-index quantile regression with left truncated data
• Bayesian empirical likelihood inference and order shrinkage for autoregressive models
• Partially linear single-index model in the presence of measurement error
• Empirical likelihood and estimation in a partially linear varying coefficient model with right censored data
• Semiparametric single index multi change points model with an application of environmental health study on mortality and temperature
• Inverse probability weighted estimators for single-index models with missing covariates
• Bayesian analysis of partially linear, single-index, spatial autoregressive models
• Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach
• 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
• Empirical likelihood for generalized partially linear single-index models
• Empirical likelihood for single-index regression models under negatively associated errors
• Confidence regions near singular information and boundary points with applications to mixed models
• Single index Fréchet regression
• Empirical likelihood for a partially linear single-index measurement error model with right-censored data
• Likelihood inference on semiparametric models with generated regressors
• Empirical likelihood approach for change-point estimation based on residuals in piecewise linear models
• No-Crossing Single-Index Quantile Regression Curve Estimation
• Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors
• High-dimensional single-index models with censored responses
• High-dimensional index volatility models via Stein's identity
• Empirical likelihood for partially linear single-index models with missing observations
• Empirical likelihood and variable selection for partially linear single-index EV models with missing censoring indicators
• Uniformly valid inference for partially linear high-dimensional single-index models
• Single-index regression for pooled biomarker data
• Estimation of the error distribution function for partial linear single-index models
• Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors
• Two adjusted empirical-likelihood-based methods in generalized varying-coefficient partially linear model
• Robust and efficient direction identification for groupwise additive multiple-index models and its applications
• Testing the significance of index parameters in varying-coefficient single-index models
• Empirical likelihood for generalized functional-coefficient regression models with multiple smoothing variables under right censoring data
• Wilks' theorem for semiparametric regressions with weakly dependent data
• Estimation for partially varying-coefficient single-index models with distorted measurement errors
• Empirical likelihood in single-index quantile regression with high dimensional and missing observations
• Two-step semiparametric empirical likelihood inference
• Model-Assisted Uniformly Honest Inference for Optimal Treatment Regimes in High Dimension
• Resampling‐based confidence intervals for model‐free robust inference on optimal treatment regimes
• A review of recent advances in empirical likelihood
• Empirical likelihood confidence regions for autoregressive models with explanatory variables
• Empirical likelihood inference for partial functional linear model with missing responses
• Adaptive nonparametric comparison of regression curves
• 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

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