Empirical likelihood for average derivatives
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Cites work
- Approximation Theorems of Mathematical Statistics
- Bandwidth Choice for Average Derivative Estimation
- Censored partial linear models and empirical likelihood
- Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
- Efficiency of Weighted Average Derivative Estimators and Index Models
- Empirical likelihood and general estimating equations
- Empirical likelihood confidence intervals for local linear smoothers
- Empirical likelihood confidence intervals for nonparametric density estimation
- Empirical Likelihood for Censored Linear Regression
- EMPIRICAL LIKELIHOOD FOR COX REGRESSION MODEL UNDER RANDOM CENSORSHIP
- Empirical likelihood for linear models
- Empirical likelihood for partial linear models
- Empirical likelihood methods with weakly dependent processes
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Empirical likelihood semiparametric regression analysis under random censorship
- Empirical likelihood-based inference in linear errors-in-covariables models with validation data
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- Methodology and Algorithms of Empirical Likelihood
- Multivariate local polynomial regression for estimating average derivatives
- Nonparametric Hypothesis Testing with Parametric Rates of Convergence
- Optimal bandwidth choice for density-weighted averages
- Semiparametric Estimation of Index Coefficients
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Smoothed empirical likelihood confidence intervals for quantiles
Cited in
(4)- Empirical likelihood based inference for the derivative of the nonparametric regression function
- scientific article; zbMATH DE number 88831 (Why is no real title available?)
- Empirical likelihood for density-weighted average derivatives
- Empirical likelihood for average derivatives of hazard regression functions
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