UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL
From MaRDI portal
Recommendations
- Uniform Inference in Autoregressive Models
- Unified interval estimation for random coefficient autoregressive models
- Estimation of an arbitrary mixture of uniform models
- Uniform consistency in nonparametric mixture models
- scientific article; zbMATH DE number 4064253
- scientific article; zbMATH DE number 3883442
- Multiple linear regression models for random intervals: a set arithmetic approach
- Uniformly valid inference based on the Lasso in linear mixed models
- scientific article; zbMATH DE number 1533583
- Generalized Inference for a Class of Linear Models Under Heteroscedasticity
Cites work
- A new family of metrics for compact, convex (fuzzy) sets based on a generalized concept of mid and spread
- A practical two-step method for testing moment inequalities
- A Riemann-type integral that includes Lebesgue-Stieltjes, Bochner and stochastic integrals
- A strong law of large numbers for random compact sets
- A Test in the Presence of Nuisance Parameters
- An Exact Test for Multiple Inequality and Equality Constraints in the Linear Regression Model
- Asymptotic Properties for a Class of Partially Identified Models
- Asymptotic Statistics
- Asymptotic Stochastic Programs
- Asymptotic Theory for M-Estimators of Boundaries
- Average and quantile effects in nonseparable panel models
- Bonferroni-based size-correction for nonstandard testing problems
- Confidence sets in a linear regression model for interval data
- Constrained linear regression models for symbolic interval-valued variables
- Constrained Statistical Inference
- Estimation and inference with weak, semi-strong, and strong identification
- Estimation of a flexible simple linear model for interval data based on set arithmetic
- Estimation When a Parameter is on a Boundary
- Estimation with overidentifying inequality moment conditions
- Extremal quantile regression
- Extremes and related properties of random sequences and processes
- Finite sample nonparametric inference and large sample efficiency.
- Generation interval contraction and epidemic data analysis
- Generic results for establishing the asymptotic size of confidence sets and tests
- GMM estimation and uniform subvector inference with possible identification failure
- scientific article; zbMATH DE number 3866301 (Why is no real title available?)
- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
- scientific article; zbMATH DE number 3653430 (Why is no real title available?)
- scientific article; zbMATH DE number 951673 (Why is no real title available?)
- scientific article; zbMATH DE number 1419235 (Why is no real title available?)
- scientific article; zbMATH DE number 3258248 (Why is no real title available?)
- scientific article; zbMATH DE number 3335699 (Why is no real title available?)
- scientific article; zbMATH DE number 3053873 (Why is no real title available?)
- Inequality Constrained Least-Squares Estimation
- Inference for extremal conditional quantile models, with an application to market and birthweight risks
- Inference on Regressions with Interval Data on a Regressor or Outcome
- Instrumental Variables Regression with Weak Instruments
- Integrals of set-valued functions
- Interval estimation: An information theoretic approach
- Interval time series analysis with an application to the sterling-dollar exchange rate
- Interval-valued time series models: estimation based on order statistics exploring the agriculture marketing service data
- Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
- Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
- Limiting distributions of linear programming estimators
- Modified Lagrange multiplier tests for problems with one-sided alternatives
- On the asymptotics of constrained \(M\)-estimation
- On the variance of fuzzy random variables
- P Values Maximized Over a Confidence Set for the Nuisance Parameter
- Robust inference in nonlinear models with mixed identification strength
- Set identified linear models
- Sharp identification regions in models with convex moment predictions
- Subvector inference when the true parameter vector may be near or at the boundary
- Testing When a Parameter is on the Boundary of the Maintained Hypothesis
- The Local Nature of Hypothesis Tests Involving Inequality Constraints in Nonlinear Models
- The non-optimality of the inequality restricted estimator under squared error loss
This page was built for publication: UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5880803)
