Sieve Empirical Likelihood and Extensions of the Generalized Least Squares

DOI10.1111/1467-9469.t01-1-00315zbMath1034.62036MaRDI QIDQ4455930

Irène Gijbels, Jian Zhang

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

zbMATH Keywords

consistency; asymptotic normality; empirical maximum likelihood

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

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Cites Work

• Empirical likelihood methods with weakly dependent processes
• On methods of sieves and penalization
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