Empirical Likelihood for First-order Autoregressive Error-in-variable of Models With Validation Data
From MaRDI portal
Publication:5419684
DOI10.1080/03610926.2012.679763OpenAlexW2025353304MaRDI QIDQ5419684
Publication date: 11 June 2014
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2012.679763
Cites Work
- Unnamed Item
- Empirical likelihood ratio confidence regions
- Time series: theory and methods
- On the asymptotic properties of least-squares estimators in autoregression
- Empirical likelihood for linear models
- Strong consistency of least squares estimates in dynamic models
- Estimation of partial linear error-in-variables models with validation data
- Empirical likelihood for partial linear models with fixed designs
- Empirical likelihood inference under stratified random sampling using auxiliary population information
- The Empirical Likelihood for First-Order Random Coefficient Integer-Valued Autoregressive Processes
- Empirical Likelihood for an Autoregressive Model with Explanatory Variables
- Empirical likelihood ratio confidence intervals for a single functional
- Inference using surrogate outcome data and a validation sample
- Empirical likelihood-based inference in linear errors-in-covariables models with validation data
- Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
- Semiparametric estimation of nonlinear errors-in-variables models with validation study
- Empirical likelihood inference for random coefficient INAR(p) process