Empirical likelihood for single-index varying-coefficient models

DOI10.3150/11-BEJ365zbMath1243.62045arXiv1207.5960MaRDI QIDQ442078

Liu Gen Xue, Qi Hua Wang

Publication date: 9 August 2012

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.5960

zbMATH Keywords

confidence region; nonparametric components; parametric component

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62G15: Nonparametric tolerance and confidence regions

Related Items

Semiparametric estimation of the single-index varying-coefficient model, Statistical estimation for single-index varying-coefficient models with multiplicative distortion measurement errors, Empirical likelihood for mean difference between two samples with missing data, Unnamed Item, High-dimensional Varying Index Coefficient Quantile Regression Model, Efficient estimation and computation in generalized varying coefficient models with unknown link and variance functions for large-scale data, Varying coefficient single-index regression model with missing responses under rank-based modelling, Estimation in single-index varying-coefficient panel data model, Estimation for a partially linear single-index varying-coefficient model, Principal single-index varying-coefficient models for dimension reduction in quantile regression, Generalized varying index coefficient models, Efficient estimation for the heteroscedastic single-index varying coefficient models, Robust estimation for varying index coefficient models, Variable selection for single-index varying-coefficient model, Semiparametric nonlinear regression for detecting gene and environment interactions, A robust and efficient estimation method for single-index varying-coefficient models, Statistical inference for a single-index varying-coefficient model, Estimation in functional single-index varying coefficient model, Laplace error penalty-based M-type model detection for a class of high dimensional semiparametric models, Two step estimations for a single-index varying-coefficient model with longitudinal data, Maximum empirical likelihood estimation and related topics, High-dimensional index volatility models via Stein's identity, Model identification and selection for single-index varying-coefficient models, Local least product relative error estimation for single-index varying-coefficient multiplicative model with positive responses, Two-step semiparametric empirical likelihood inference, Robust check loss-based variable selection of high-dimensional single-index varying-coefficient model, Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model, Local least product relative error estimation for varying coefficient multiplicative regression model, General local rank estimation for single-index varying coefficient models, Model detection and estimation for single-index varying coefficient model, Effects of measurement error on a class of single-index varying coefficient regression models, Mean empirical likelihood, Model structure selection in single-index-coefficient regression models, Varying random coefficient models, Estimation for Partially Linear Single-index Instrumental Variables Models, Statistical inference for a single-index varying coefficient model with measurement errors in all covariates

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Statistical inference in partially-varying-coefficient single-index model
• Empirical likelihood ratio confidence regions
• Empirical likelihood for linear models with missing responses
• Invariance principles for absolutely regular empirical processes
• Statistical estimation in varying coefficient models
• Asymptotics for kernel estimate of sliced inverse regression
• Direct estimation of the index coefficient in a single-index model
• Adapting for the missing link
• Optimal smoothing in single-index models
• Empirical likelihood for single-index models
• Empirical Likelihood Confidence Intervals for Response Mean with Data Missing at Random
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data
• Empirical likelihood ratio confidence intervals for a single functional
• The Analysis of Categorical Data From Complex Sample Surveys: Chi-Squared Tests for Goodness of Fit and Independence in Two-Way Tables
• Generalized Partially Linear Single-Index Models
• Empirical likelihood-based inference in linear errors-in-covariables models with validation data
• Quasi-Likelihood Regression with Unknown Link and Variance Functions
• Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
• On Single-Index Coefficient Regression Models
• Efficient Estimation and Inferences for Varying-Coefficient Models
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Adaptive Varying-Coefficient Linear Models
• Functional-Coefficient Autoregressive Models
• Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
• Empirical Likelihood Inference in Nonlinear Errors-in-Covariables Models With Validation Data
• Semiparametric Regression Analysis With Missing Response at Random