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)
- Testing multivariate quantile by empirical likelihood
- Empirical likelihood for least absolute relative error regression
- Empirical likelihood based weighted GMM estimation with missing response at random
- On the accuracy of empirical likelihood confidence intervals forM-Functionals
- Empirical likelihood inference in linear regression with nonignorable missing response
- Empirical likelihood for quantile regression models with longitudinal data
- Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model
- Bayesian bootstrap credible sets for multidimensional mean functional
- Empirical likelihood-based inference for genetic mixture models
- Empirical likelihood based confidence intervals for copulas
- A note on kernel density estimation with auxiliary information
- Empirical likelihood inference for median regression models for censored survival data
- Likelihood-based imputation inference for mean functionals in the presence of missing responses
- Empirical likelihood for probability density functions under negatively associated samples
- Empirical likelihood for varying-coefficient single-index model with right-censored data
- Confidence intervals for probability density functions under associated samples
- Jackknife empirical likelihood tests for distribution functions
- Empirical likelihood for the parametric part in partially linear errors-in-function models
- Approximate jackknife empirical likelihood method for estimating equations
- Smoothed jackknife empirical likelihood method for ROC curve
- Empirical likelihood for heteroscedastic partially linear models
- Empirical likelihood inference for parameters in a partially linear errors-in-variables model
- Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model
- Empirical likelihood for the varying-coefficient single-index model
- Testing homogeneity in a semiparametric two-sample problem
- Empirical likelihood inference in partially linear single-index models for longitudinal data
- Information theory estimators for the first-order spatial autoregressive model
- Empirical likelihood based inference for the derivative of the nonparametric regression function
- Empirical likelihood for AR-ARCH models based on LAD estimation
- Empirical likelihood for high-dimensional partially functional linear model
- Semiparametric inference with a functional-form empirical likelihood
- Empirical likelihood for non-smooth criterion functions
- Empirical likelihood for NA series
- Empirical Likelihood Inference for Nonparametric Regression Functions with Functional Stationary Ergodic Data
- Estimation for non-Gaussian locally stationary processes with empirical likelihood method
- Bootstrapping in non-regular smooth function models
- Combining quasi and empirical likelihoods in generalized linear models with missing responses
- Bayesian bootstrap for proportional hazards models
- Estimation and empirical likelihood for single-index multiplicative models
- Reduce computation in profile empirical likelihood method
- Empirical likelihood based confidence regions for first order parameters of heavy-tailed distribu\-tions
- Estimation and inference of combining quantile and least-square regressions with missing data
- Smoothed weighted empirical likelihood ratio confidence intervals for quantiles
- Empirical likelihood confidence intervals for regression parameters of the survival rate
- Jackknife empirical likelihood for the difference of two volumes under ROC surfaces
- Censored median regression and profile empirical likelihood
- Empirical likelihood-based inferences for the area under the ROC curve with covariates
- Empirical likelihood for linear regression models with missing responses
- Empirical likelihood for average derivatives
- Empirical likelihood for semiparametric varying-coefficient heteroscedastic partially linear errors-in-variables models
- On the tail index of a heavy tailed distribution
- A nonparametric confidence interval for the trimmed mean
- Empirical likelihood for the contrast of two hazard functions with right censoring
- Test of homogeneity in semiparametric two-sample density ratio models
- Semi-empirical likelihood confidence intervals for the differences of quantiles with missing data
- Quantile regression and its empirical likelihood with missing response at random
- Empirical likelihood ratio test for equality of \(k\) medians in censored data
- Posterior consistency of nonparametric conditional moment restricted models
- An empirical likelihood method for spatial regression
- Empirical likelihood for the difference of two survival functions under right censorship
- Estimation of the linear EV model with censored data
- Optimal portfolio estimation for dependent financial returns with generalized empirical likelihood
- Improving Semiparametric Estimation by Using Surrogate Data
- An empirical likelihood inference for the coefficient difference of a two-sample linear model with missing response data
- Empirical likelihood confidence intervals for the difference of areas under two correlated ROC curves
- Empirical Likelihood Inference for the Area under the ROC Curve
- Empirical likelihood approach to goodness of fit testing
- Empirical likelihood ratio test for the change-point problem
- Improved instrumental variables and generalized method of moments estimators
- Confidence intervals for marginal parameters under fractional linear regression imputation for missing data
- Exponential empirical likelihood is not Bartlett correctable
- Empirical likelihood inference for partial linear models under martingale difference sequence
- Empirical likelihood for partly linear models with errors in all variables
- Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model
- Empirical likelihood for the two-sample mean problem
- Empirical likelihood for efficient semiparametric average treatment effects
- Hypothesis test for the parameters of linear part in the partial linear EV model
- Empirical likelihood for partial linear models with fixed designs
- Efficient information theoretic inference for conditional moment restrictions
- On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood
- Empirical likelihood inference for a partially linear errors-in-variables model with covariate data missing at random
- An adaptive empirical likelihood test for parametric time series regression models
- Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
- Covariate-adjusted nonlinear regression
- Empirical likelihood for single-index models
- Empirical likelihood for a partially linear model with covariate data missing at random
- Restricted multinomial maximum likelihood estimation based upon Fenchel duality
- Calibration of the empirical likelihood for high-dimensional data
- EL inference for partially identified models: large deviations optimality and bootstrap validity
- Empirical likelihood for single-index varying-coefficient models
- On the accuracy of empirical likelihood confidence regions for linear regression model
- Empirical likelihood inference for semiparametric model with linear process errors
- Bartlett correctable two-sample adjusted empirical likelihood
- Empirical likelihood method for intermediate quantiles
- Tests for the linear hypothesis in semi-functional partial linear regression models
- Empirical likelihood ratio test for or against a set of inequality constraints.
- Empirical likelihood for balanced ranked-set sampled data
- Confidence regions for high quantiles of a heavy tailed distribution
- Semiparametric inference for transformation models via empirical likelihood
- New empirical likelihood inference for linear transformation models
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