Empirical likelihood-based unified confidence region for a predictive regression model

DOI10.1080/03610918.2019.1670841OpenAlexW2979111378MaRDI QIDQ5082963

Fucai Lu, Yu-zi Liu, Xiao Hui Liu

Publication date: 21 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1670841

zbMATH Keywords

empirical likelihoodunified confidence regionpredictive regression model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• TOWARD A UNIFIED INTERVAL ESTIMATION OF AUTOREGRESSIONS
• Optimal Inference in Regression Models with Nearly Integrated Regressors
• Uniform interval estimation for an AR(1) process with AR errors

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