An empirical likelihood method for spatial regression
From MaRDI portal
Publication:451300
DOI10.1007/s00184-007-0167-yzbMath1247.62118MaRDI QIDQ451300
Publication date: 23 September 2012
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-007-0167-y
62H11: Directional data; spatial statistics
62G08: Nonparametric regression and quantile regression
62G05: Nonparametric estimation
Related Items
A review of empirical likelihood methods for time series, Bayesian semiparametric hierarchical empirical likelihood spatial models, GEL estimation and tests of spatial autoregressive models, Empirical likelihood for mixed regressive, spatial autoregressive model based on GMM, Empirical likelihood for nonparametric regression models with spatial autoregressive errors, Empirical likelihood for spatial dynamic panel data models, A frequency domain empirical likelihood method for irregularly spaced spatial data
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Empirical likelihood methods with weakly dependent processes
- Empirical likelihood ratio confidence regions
- A caution on mixing conditions for random fields
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
- Empirical likelihood for linear models
- Mixing: Properties and examples
- Empirical likelihood and general estimating equations
- On the accuracy of empirical likelihood confidence regions for linear regression model
- Resampling methods for dependent data
- On optimal spatial subsample size for variance estimation
- The jackknife and the bootstrap for general stationary observations
- Large sample confidence regions based on subsamples under minimal assumptions
- A frequency domain empirical likelihood for short- and long-range dependence
- Empirical likelihood for NA series
- Methodology and Algorithms of Empirical Likelihood
- Empirical likelihood confidence regions in time series models
- An Algorithm for Simulating Stationary Gaussian Random Fields
- Information Theoretic Approaches to Inference in Moment Condition Models
- Testing linear restrictions in linear models with empirical likelihood
- Least Squares Variogram Fitting by Spatial Subsampling
- Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
- Blockwise empirical entropy tests for time series regressions
- EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS
- Blockwise empirical Euclidean likelihood for weakly dependent processes
