scientific article; zbMATH DE number 5503181
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Publication:3600722
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Cited in
(27)- Empirical likelihood-based evaluations of value at risk models
- Empirical likelihood for conditional quantile with left-truncated and dependent data
- Empirical likelihood inference for partially time-varying coefficient errors-in-variables models
- Empirical likelihood for nonparametric regression models with spatial autoregressive errors
- A nonstandard empirical likelihood for time series
- Joint empirical likelihood confidence regions for a finite number of quantiles under negatively associated samples
- Confidence intervals for the difference between two partial AUCs
- Empirical likelihood for nonparametric models under linear process errors
- On self-normalization for censored dependent data
- Empirical likelihood for partially linear models under negatively associated errors
- Confidence intervals for probability density functions under associated samples
- Bayesian empirical likelihood for quantile regression
- A review of empirical likelihood methods for time series
- Empirical likelihood for moving average models
- Empirical likelihood of the distribution function in the finite point under -mixing samples
- Empirical likelihood methods for discretely observed Gaussian moving averages
- Empirical likelihood for a long range dependent process subordinated to a Gaussian process
- Blockwise empirical Euclidean likelihood for weakly dependent processes
- Empirical likelihood for quantiles under negatively associated samples
- Empirical likelihood for quantile regression models with longitudinal data
- Jackknife-blockwise empirical likelihood methods under dependence
- Empirical likelihood inference for probability density functions under association
- Empirical likelihood for quantiles under strong mixing high-frequency data
- Empirical likelihood for stationary ARMA models based on inherent martingale structures
- Joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing high-frequency data
- Joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing samples
- Weighted empirical likelihood for generalized linear models with longitudinal data
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