Empirical likelihood for linear models under negatively associated errors
DOI10.1016/J.JMVA.2010.08.010zbMATH Open1206.62055OpenAlexW1971435589MaRDI QIDQ608335FDOQ608335
Authors: Yongsong Qin, Yinghua Li 
Publication date: 25 November 2010
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2010.08.010
Recommendations
- Empirical likelihood for partially linear models under negatively associated errors
- Empirical likelihood for partial linear models under negatively associated errors
- Empirical Likelihood Confidence Intervals for Distribution Functions under Negatively Associated Samples
- Empirical likelihood for single-index regression models under negatively associated errors
- Empirical likelihood for linear models under linear process errors
Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15)
Cites Work
- Empirical likelihood methods with weakly dependent processes
- Empirical likelihood ratio confidence regions
- Empirical likelihood for linear models
- Empirical likelihood ratio confidence intervals for a single functional
- Convergence of stochastic processes
- The bootstrap and Edgeworth expansion
- Some concepts of negative dependence
- Moment inequalities and weak convergence for negatively associated sequences
- Negative association of random variables, with applications
- Methodology and Algorithms of Empirical Likelihood
- Berry-esseen bounds for smooth estimator of a distribution function under association
- A note on the almost sure convergence of sums of negatively dependent random variables
- A comparison theorem on moment inequalities between negatively associated and independent random variables
- Complete moment convergence of moving-average processes under dependence assumptions
- Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples.
- Complete convergence for weighted sums of NA sequences
- Some maximal inequalities and complete convergences of negatively associated random sequences
- Empirical likelihood for NA series
Cited In (15)
- Confidence regions for regression coefficients in linear models under associated errors
- Empirical likelihood for a long range dependent process subordinated to a Gaussian process
- Empirical likelihood for linear models under linear process errors
- A review of empirical likelihood methods for time series
- Empirical likelihood for single-index regression models under negatively associated errors
- Empirical likelihood for linear models under \(m\)-dependent errors
- Empirical likelihood for partially linear models under negatively associated errors
- Complete convergence and complete moment convergence for weighted sums of \(m\)-NA random variables
- Empirical likelihood for nonparametric regression models with spatial autoregressive errors
- Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model
- Estimation of parameters of linear regression with errors in both variables using negative probabilities
- Empirical likelihood for partial linear models under negatively associated errors
- Complete f-moment convergence for arrays of rowwise m-negatively associated random variables and its statistical applications
- Empirical likelihood for partially linear single-index models under negatively associated errors
- Empirical Likelihood Confidence Intervals for Distribution Functions under Negatively Associated Samples
This page was built for publication: Empirical likelihood for linear models under negatively associated errors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q608335)
