Empirical likelihood for density-weighted average derivatives
DOI10.1007/S00362-009-0237-5zbMATH Open1247.62117OpenAlexW2026759268MaRDI QIDQ451508FDOQ451508
Authors: Wanrong Liu, Xuewen Lu 
Publication date: 23 September 2012
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-009-0237-5
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Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20)
Cites Work
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Cited In (10)
- Empirical likelihood for average derivatives
- Asymptotic normality of conditional density estimation with left-truncated and dependent data
- Single-index composite quantile regression with heteroscedasticity and general error distributions
- A note on residual-based empirical likelihood kernel density estimation
- Robust estimation of single index models with responses missing at random
- CLT for integrated square error of density estimators with censoring indicators missing at random
- Weighted empirical likelihood inference.
- Bootstrapping density-weighted average derivatives
- SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
- On mean derivative estimation of longitudinal and functional data: from sparse to dense
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