Empirical likelihood for density-weighted average derivatives
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Cites work
- scientific article; zbMATH DE number 774851 (Why is no real title available?)
- scientific article; zbMATH DE number 2188837 (Why is no real title available?)
- A Class of Statistics with Asymptotically Normal Distribution
- ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
- Approximation Theorems of Mathematical Statistics
- Consistent Estimation of Scaled Coefficients
- Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
- Direct estimation of the index coefficient in a single-index model
- EMPIRICAL LIKELIHOOD FOR COX REGRESSION MODEL UNDER RANDOM CENSORSHIP
- Efficiency of Weighted Average Derivative Estimators and Index Models
- Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
- Empirical likelihood analysis of the rank estimator for the censored accelerated failure time model
- Empirical likelihood and general estimating equations
- Empirical likelihood confidence intervals for local linear smoothers
- Empirical likelihood for average derivatives
- Empirical likelihood for linear models
- Empirical likelihood for partial linear models
- Empirical likelihood methods with weakly dependent processes
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- Methodology and Algorithms of Empirical Likelihood
- Multivariate local polynomial regression for estimating average derivatives
- Optimal bandwidth choice for density-weighted averages
- Partially linear models with missing response variables and error-prone covariates
- SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
- Semiparametric Estimation of Index Coefficients
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Smoothed empirical likelihood confidence intervals for quantiles
Cited in
(10)- 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
- Bootstrapping density-weighted average derivatives
- Empirical likelihood for average derivatives
- SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
- On mean derivative estimation of longitudinal and functional data: from sparse to dense
- Asymptotic normality of conditional density estimation with left-truncated and dependent data
- Single-index composite quantile regression with heteroscedasticity and general error distributions
- Weighted empirical likelihood inference.
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