Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters
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Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 1347886 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 1894666 (Why is no real title available?)
- scientific article; zbMATH DE number 3027026 (Why is no real title available?)
- Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
- Effects of data dimension on empirical likelihood
- Efficient estimation for semivarying-coefficient models
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Emirical likelihood in nonparametrics and semiparametrics.
- Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
- Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
- Empirical likelihood
- Empirical likelihood and general estimating equations
- Empirical likelihood confidence intervals for nonparametric density estimation
- Empirical likelihood confidence regions of the parameters in a partially linear single-index model
- Empirical likelihood for semiparametric varying-coefficient partially linear regression models
- Empirical likelihood for single-index models
- Empirical likelihood inference in partially linear single-index models for longitudinal data
- Empirical likelihood is Bartlett-correctable
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Extending the scope of empirical likelihood
- Generalized empirical likelihood inference in semiparametric regression model for longitudinal data
- Local Estimating Equations
- Methodology and Algorithms of Empirical Likelihood
- Nonconcave penalized M-estimation with a diverging number of parameters
- Nonconcave penalized likelihood with a diverging number of parameters.
- Profile likelihood and conditionally parametric models
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Profile-kernel likelihood inference with diverging number of parameters
- Quasi-likelihood Estimation in Semiparametric Models
- Semilinear High-Dimensional Model for Normalization of Microarray Data
- Statistical challenges with high dimensionality: feature selection in knowledge discovery
- Strong consistency of least squares estimates in multiple regression II
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Weak and strong uniform consistency of kernel regression estimates
Cited in
(51)- A review of recent advances in empirical likelihood
- Asymptotics of the general GEE estimator for high-dimensional longitudinal data
- Penalised empirical likelihood for the additive hazards model with high-dimensional data
- Logarithmic calibration for partial linear models with multiplicative distortion measurement errors
- Variable selection for high dimensional partially linear varying coefficient errors-in-variables models
- Partial linear models with general distortion measurement errors
- Profile-kernel likelihood inference with diverging number of parameters
- Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models
- Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors
- Absolute logarithmic calibration for correlation coefficient with multiplicative distortion
- Penalized empirical likelihood for semiparametric models with a diverging number of parameters
- Nonparametric and Semiparametric Quantile Regression via a New MM Algorithm
- Spline estimator for ultra-high dimensional partially linear varying coefficient models
- Adjoint-free calculation method for conditional nonlinear optimal perturbations
- A profile-type smoothed score function for a varying coefficient partially linear model
- Bias-corrected empirical likelihood in a multi-link semiparametric model
- Nonconcave penalized estimation for partially linear models with longitudinal data
- Asymptotic properties of GEE estimator for clustered ordinal data with high-dimensional covariates
- Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models
- A revisit to correlation analysis for distortion measurement error data
- Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model
- Nonlinear measurement errors models subject to partial linear additive distortion
- Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects
- Calibration procedures for linear regression models with multiplicative distortion measurement errors
- Empirical likelihood inference in partially linear single-index models with endogenous covariates
- Combined-penalized likelihood estimations with a diverging number of parameters
- Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection
- Empirical likelihood for high-dimensional partially functional linear model
- Bias-corrected statistical inference for partially linear varying coefficient errors-in-variables models with restricted condition
- Estimation of the error distribution function for partial linear single-index models
- Detection the symmetry or asymmetry of model errors in partial linear models
- Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations
- Correlation analysis with additive distortion measurement errors
- Two-step semiparametric empirical likelihood inference
- Empirical likelihood in varying-coefficient quantile regression with missing observations
- Estimation of correlation coefficient with general distortion measurement errors
- Empirical likelihood inferences for varying coefficient partially nonlinear models
- Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model
- Logarithmic calibration for multiplicative distortion measurement errors regression models
- Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components
- GMM and misspecification correction for misspecified models with diverging number of parameters
- Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data
- Effective identification and estimation for the semiparametric measurement error model
- Nonlinear regression models with general distortion measurement errors
- Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
- Conditional absolute mean calibration for partial linear multiplicative distortion measurement errors models
- Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models
- Calibration of the empirical likelihood for semiparametric varying-coefficient partially linear models with diverging number of parameters
- Statistical inference for linear regression models with additive distortion measurement errors
- Empirical likelihood for high-dimensional linear regression models
- Profile statistical inference for partially linear additive models with a diverging number of parameters
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