Empirical likelihood ratio confidence regions
bootstrapconfidence regionsnonparametric likelihoodalgorithmchi-square distributionconvex dualitylikelihood functionmean vectorCornish-Fisher expansionsempirical cumulative distribution functionempirical likelihood ratio functionempirical profile likelihoodsnonparametric version of Wilks' theoremunconstrained minimization of a convex functionvector valued statistical functionals
Asymptotic properties of nonparametric inference (62G20) Multivariate analysis (62H99) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Order statistics; empirical distribution functions (62G30)
- Statistical inferences in a partially linear model with autoregressive errors
- Empirical likelihood for median regression model with designed censoring variables
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models
- Calibration of the empirical likelihood method for a vector mean
- Asymptotic normality of quadratic forms with random vectors of increasing dimension
- Empirical likelihood ratio based confidence intervals for mixture proportions
- Empirical likelihood for non-degenerate \(U\)-statistics
- Empirical likelihood based variable selection
- Empirical and weighted conditional likelihoods for matched case-control studies with missing covariates
- Empirical likelihood-based inferences for generalized partially linear models
- Smoothed empirical likelihood inference for the difference of two quantiles with right censoring
- Empirical likelihood confidence intervals for \(M\)-functionals in the presence of auxiliary information
- Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models
- Empirical likelihood for longitudinal partially linear model with \(\alpha\)-mixing errors
- Zero finite-order serial correlation test in a partially linear single-index model
- Width-scaled confidence bands for survival functions
- A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression
- ANOVA for longitudinal data with missing values
- Empirical likelihood test via estimating equations
- Penalized minimum‐distance estimates in finite mixture models
- Bias-corrected empirical likelihood in a multi-link semiparametric model
- Divergences and duality for estimation and test under moment condition models
- Empirical likelihood-based inference in varying-coefficient single-index models
- Finite-sample properties of the adjusted empirical likelihood
- Testing Serial Correlation in Partially Linear Additive Errors-in-variables Models
- Empirical likelihood for a heteroscedastic partial linear model
- Testing serial correlation in partially linear single-index errors-in-variables models
- Empirical likelihood inference for the parameter in additive partially linear EV models
- Testing serial correlation for partially nonlinear models
- Empirical Likelihood Local Polynomial Regression Analysis of Clustered Data
- Empirical likelihood for parameters in an additive partially linear errors-in-variables model with longitudinal data
- Empirical likelihood-based inference for parameter and nonparametric function in partially nonlinear models
- Bahadur representations of the empirical likelihood quantile processes
- Semi-parametric likelihood ratio confidence intervals for various differences of two populations
- The empirical likelihood goodness-of-fit test for regression models
- Frequency domain generalized empirical likelihood method
- Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors
- Empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models
- Adjusted empirical likelihood for varying coefficient partially linear models with censored data
- Interval estimation of the tail index of a GARCH(1,1) model
- Empirical likelihood inference for semi-parametric estimating equations
- Empirical likelihood inference for estimating equation with missing data
- An empirical likelihood method in a partially linear single-index model with right censored data
- Empirical likelihood-based inferences for partially linear models with missing covariates
- On empirical likelihood for semiparametric two-sample density ratio models
- An empirical likelihood method for semiparametric linear regression with right censored data
- Empirical likelihood confidence intervals for hazard and density functions under right censor\-ship
- Empirical likelihood for linear regression models under imputation for missing responses
- On empirical likelihood inference of a change-point
- Tests for covariance matrix with fixed or divergent dimension
- Inference for the mean difference in the two-sample random censorship model
- Fiducial inference under nonparametric situations
- Empirical likelihood inferences for the semiparametric additive isotonic regression
- Semi-empirical likelihood inference for the ROC curve with missing data
- Empirical likelihood confidence intervals for the mean of a population containing many zero values
- Weighted empirical likelihood inference for the area under the ROC curve
- Empirical likelihood analysis of the Buckley-James estimator
- Combining conditional and unconditional moment restrictions with missing responses
- Confidence intervals for a distribution function in the presence of auxiliary information
- Asymptotic normality of locally modelled regression estimator for functional data
- Testing serial correlation in partially linear additive models
- Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data
- Empirical likelihood inferences for varying coefficient partially nonlinear models
- Empirical likelihood confidence intervals for response mean with data missing at random
- Empirical Likelihood for Partially Linear Single-Index Errors-in-Variables Model
- An empirical likelihood confidence interval for the volume under ROC surface
- Empirical likelihood for partially linear additive errors-in-variables models
- Empirical likelihood based diagnostics for heteroscedasticity in partial linear models
- Assessing goodness-of-fit of generalized logit models based on case-control data
- Testing serial correlation in single index models
- Empirical likelihood for nonlinear models with missing responses
- Empirical likelihood for partially linear varying-coefficient models with missing response variables and error-prone covariates
- An estimation method for the Neyman chi-square divergence with application to test of hypoth\-e\-ses
- Tail index of an AR(1) model with ARCH(1) errors
- Estimation and inference for additive partially nonlinear models
- Extending the empirical likelihood by domain expansion
- Empirical likelihood for partially linear models with missing responses at random
- Empirical likelihood-based inferences for the Lorenz curve
- Empirical likelihood-based inference in nonlinear regression models with missing responses at random
- Empirical likelihood for linear models with missing responses
- On empirical likelihood for linear models with missing responses
- Empirical likelihood in long-memory time series models
- Empirical Likelihood for Nonparametric Components in Additive Partially Linear Models
- Testing heteroscedasticity in partially linear models with missing covariates
- Empirical likelihood for the difference of quantiles under censorship
- Blockwise empirical likelihood for time series of counts
- Empirical likelihood for semiparametric regression model with missing response data
- Smoothed empirical likelihood for ROC curves with censored data
- Simultaneous confidence bands for survival functions from twice censorship
- EMPIRICAL LIKELIHOOD RATIO CONFIDENCE INTERVAL FOR THE TRIMMED MEAN
- Quantile calculus and censored regression
- Empirical likelihood for mixed-effects error-in-variables model
- Robust empirical likelihood inference for longitudinal data
- A Semiparametric Empirical Likelihood Method for Biased Sampling Schemes with Auxiliary Covariates
- Independent component analysis via nonparametric maximum likelihood estimation
- An MCMC approach to classical estimation.
- Bootstrap likelihood ratio confidence bands for survival functions under random censorship and its semiparametric extension
- Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors
- Empirical likelihood for response differences in two linear regression models with missing data
- Empirical likelihood ratio confidence interval estimation of best linear combinations of biomarkers
This page was built for publication: Empirical likelihood ratio confidence regions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q749102)