Adaptive efficient and double-robust regression based on generalized empirical likelihood
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Publication:6073565
Cites work
- scientific article; zbMATH DE number 3829050 (Why is no real title available?)
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- A class of robust and fully efficient regression estimators
- Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood
- Empirical likelihood and general estimating equations
- Empirical likelihood estimation and consistent tests with conditional moment restrictions
- Generalized Method of Moments With Many Weak Moment Conditions
- Identification and classification of multiple outliers, high leverage points and influential observations in linear regression
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- Outlier detection using nonconvex penalized regression
- Point estimation with exponentially tilted empirical likelihood
- Robust Estimation in Generalized Partial Linear Models for Clustered Data
- Robust Statistics
- Robust empirical likelihood inference for longitudinal data
- Robust inference in generalized linear models for longitudinal data
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in robust regression models for longitudinal data
- Yet another breakdown point notion: EFSBP. Illustrated at scale-shape models
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