Sieve Empirical Likelihood and Extensions of the Generalized Least Squares

DOI10.1111/1467-9469.T01-1-00315zbMATH Open1034.62036OpenAlexW2005573619MaRDI QIDQ4455930FDOQ4455930

Authors: Jian Zhang, Irène Gijbels 

Publication date: 16 March 2004

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.t01-1-00315

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zbMATH Keywords

asymptotic normalityconsistencyempirical maximum likelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Empirical likelihood methods with weakly dependent processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On methods of sieves and penalization

Cited In (22)

• Conditional empirical likelihood estimation and inference for quantile regression models
• GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
• Conditional empirical likelihood for quantile regression models
• Testing for nonnested conditional moment restrictions via conditional empirical likelihood
• A NOTE ON GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATION OF SEMIPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS
• Least squares consistent estimates for arbitrary regression functions over an abstract space
• Local likelihood of quantile difference under left-truncated, right-censored and dependent assumptions
• Achieving semiparametric efficiency bound in longitudinal data analysis with dropouts
• Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
• Random Sieve Likelihood and General Regression Models
• Exothermic process of cast-in-place pile foundation and its thermal agitation of the frozen ground under a long dry bridge on the Qinghai-Tibet railway
• A simple derivation of the efficiency bound for conditional moment restriction models
• Empirical likelihood estimation of conditional moment restriction models with unknown functions
• Sieve empirical likelihood ratio tests for nonparametric functions
• Estimation of non-smooth non-parametric estimating equations models with dependent data
• A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression
• Local Empirical Likelihood Inference for Varying-Coefficient Density-Ratio Models Based on Case-Control Data
• Penalized empirical likelihood estimation of semiparametric models
• Longitudinal data analysis using the conditional empirical likelihood method
• A Sieve model for extreme values
• A local likelihood method for estimating relative risk functions in case-control studies
• Extremum estimation and numerical derivatives

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