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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• Asymptotics of the goodness-of-fit test for a partial linear model with randomly censored data
• Empirical likelihood
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• 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)

• Detecting difference between coefficients in linear model using jackknife empirical likelihood
• Likelihood inference on semiparametric models with generated regressors
• Empirical likelihood for varying coefficient EV models under longitudinal data
• Empirical likelihood approach for change-point estimation based on residuals in piecewise linear models
• Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach
• High-dimensional index volatility models via Stein's identity
• Empirical likelihood for partially linear single-index models with missing observations
• Empirical likelihood-based inference in a partially linear model for longitudinal data
• 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
• Empirical likelihood and variable selection for partially linear single-index EV models with missing censoring indicators
• Rejoinder on: A review on empirical likelihood methods for regression
• Estimation and testing for panel data partially linear single-index models with errors correlated in space and time
• Empirical likelihood for a heteroscedastic partial linear errors-in-variables model
• 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
• Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model
• Uniformly valid inference for partially linear high-dimensional single-index models
• Inferences with generalized partially linear single-index models for longitudinal data
• Variable selection of generalized regression models based on maximum rank correlation
• 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
• Estimation and empirical likelihood for single-index multiplicative models
• Empirical likelihood for semiparametric regression model with missing response data
• Robust estimation in linear regression models for longitudinal data with covariate measurement errors and outliers
• Semiparametric efficient estimation for partially linear single-index models with responses missing at random
• Single-index regression for pooled biomarker data
• Estimation of the error distribution function for partial linear single-index models
• Empirical likelihood inference for parameters in a partially linear errors-in-variables model
• Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors
• Empirical likelihood for single index model with missing covariates at random
• Model structure selection in single-index-coefficient regression models
• Maximum empirical likelihood estimation and related topics
• An empirical likelihood method in a partially linear single-index model with right censored data
• Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data
• Two adjusted empirical-likelihood-based methods in generalized varying-coefficient partially linear model
• Estimation of single index model with missing response at random
• Robust and efficient direction identification for groupwise additive multiple-index models and its applications
• Empirical likelihood estimation of discretely sampled processes of OU type
• Partially linear single-index beta regression model and score test
• Empirical Likelihood Confidence Region for the Parameter in a Partially Linear Errors-in-Variables Model
• Testing the significance of index parameters in varying-coefficient single-index models
• Empirical likelihood-based inference in varying-coefficient single-index models
• Empirical likelihood for generalized functional-coefficient regression models with multiple smoothing variables under right censoring data
• Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model
• Wilks' theorem for semiparametric regressions with weakly dependent data
• Estimation for partially varying-coefficient single-index models with distorted measurement errors
• Estimation in partially linear single-index models with missing covariates
• Two-step semiparametric empirical likelihood inference
• Analysis of panel data partially linear single-index models with serially correlated errors
• Empirical likelihood in single-index quantile regression with high dimensional and missing observations
• Estimation for Partially Linear Single-index Instrumental Variables Models
• 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
• Empirical likelihood for partially linear single-index models under negatively associated errors
• Quantile regression of partially linear single-index model with missing observations
• 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 confidence regions of the parameters in a partially linear single-index EV model
• Large-sample estimation and inference in multivariate single-index models
• Empirical likelihood confidence regions for autoregressive models with explanatory variables
• Covariate-adjusted nonlinear regression
• A profile-type smoothed score function for a varying coefficient partially linear model
• A review of recent advances in empirical likelihood
• Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data
• Empirical likelihood inference for partial functional linear model with missing responses
• 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
• Semiparametric efficient inferences for generalised partially linear models
• 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

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