General jackknife empirical likelihood and its applications
From MaRDI portal
Publication:6172934
DOI10.1007/s11222-023-10245-zzbMath1517.62032MaRDI QIDQ6172934
Wang Zhou, Shaochen Wang, Yi-Ming Liu
Publication date: 20 July 2023
Published in: Statistics and Computing (Search for Journal in Brave)
Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric estimation (62G05)
Cites Work
- Nonparametric efficiency analysis: a multivariate conditional quantile approach
- On multivariate quantiles under partial orders
- Empirical likelihood ratio confidence regions
- On the asymptotic properties of the jackknife histogram
- A central limit theorem for generalized quadratic forms
- Jackknifing maximum likelihood estimates
- On the bootstrap of \(U\) and \(V\) statistics
- Conditional mean and quantile dependence testing in high dimension
- A general theory for jackknife variance estimation
- Testing multivariate quantile by empirical likelihood
- Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
- Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach
- Smoothed quantile regression with large-scale inference
- On a Geometric Notion of Quantiles for Multivariate Data
- Empirical likelihood ratio confidence intervals for a single functional
- The Influence Curve and Its Role in Robust Estimation
- Regression Quantiles
- Asymptotic Statistics
- Jackknife Empirical Likelihood
- Bias-corrected score decomposition for generalized quantiles
- A New Proof of the Bahadur Representation of Quantiles and an Application
- An M-Estimator of Spatial Tail Dependence
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: General jackknife empirical likelihood and its applications