Pages that link to "Item:Q100555"
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The following pages link to Empirical likelihood methods with weakly dependent processes (Q100555):
Displayed 41 items.
- gmm (Q27784) (← links)
- momentfit (Q100569) (← links)
- Empirical likelihood inference for partial linear models under martingale difference sequence (Q956361) (← links)
- Empirical likelihood for heteroscedastic partially linear models (Q1000569) (← links)
- An MCMC approach to classical estimation. (Q1398964) (← links)
- Testing conditional moment restrictions (Q1430924) (← links)
- Sieve empirical likelihood ratio tests for nonparametric functions (Q1766120) (← links)
- Empirical likelihood-based inference under imputation for missing response data (Q1848961) (← links)
- Connections between entropic and linear projections in asset pricing estimation (Q1858932) (← links)
- Limited information likelihood and Bayesian analysis (Q1858933) (← links)
- Empirical likelihood semiparametric regression analysis under random censorship (Q1861399) (← links)
- Blockwise empirical Cressie--Read test statistics for \(\alpha\)-mixing processes. (Q1871234) (← links)
- A frequency domain empirical likelihood for short- and long-range dependence (Q2373588) (← links)
- A test for model specification of diffusion processes (Q2477057) (← links)
- Empirical likelihood for linear models under \(m\)-dependent errors (Q2483764) (← links)
- Empirical likelihood for NA series (Q2489832) (← links)
- Empirical likelihood in a regression model with noised variables (Q2499094) (← links)
- Empirical likelihood for single-index models (Q2507756) (← links)
- Asymptotic expansions for sums of block-variables under weak dependence (Q2642750) (← links)
- GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION (Q3377449) (← links)
- Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model (Q3408549) (← links)
- EMPIRICAL LIKELIHOOD FOR GARCH MODELS (Q3409060) (← links)
- GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION (Q3409065) (← links)
- Empirical likelihood for average derivatives (Q3423586) (← links)
- EMPIRICAL LIKELIHOOD RATIO CONFIDENCE INTERVAL FOR THE TRIMMED MEAN (Q4449094) (← links)
- Likelihood Ratio Confidence Bands in Non-parametric Regression with Censored Data (Q4455917) (← links)
- Empirical Likelihood-based Inference in Linear Models with Missing Data (Q4455918) (← links)
- Sieve Empirical Likelihood and Extensions of the Generalized Least Squares (Q4455930) (← links)
- Testing linear restrictions in linear models with empirical likelihood (Q4551773) (← links)
- Data Tilting for Time Series (Q4665865) (← links)
- An Empirical Likelihood Goodness-of-Fit Test for Time Series (Q4672184) (← links)
- ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS (Q4678784) (← links)
- EMPIRICAL LIKELIHOOD FOR COX REGRESSION MODEL UNDER RANDOM CENSORSHIP (Q4787579) (← links)
- A nonparametric confidence interval for the trimmed mean (Q4806542) (← links)
- Empirical likelihood confidence intervals for the mean of a long‐range dependent process (Q5430500) (← links)
- SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS (Q5438200) (← links)
- Blockwise empirical entropy tests for time series regressions (Q5467601) (← links)
- Block empirical likelihood for longitudinal partially linear regression models (Q5476452) (← links)
- Censored partial linear models and empirical likelihood (Q5943593) (← links)
- Blockwise empirical Euclidean likelihood for weakly dependent processes (Q5952080) (← links)
- Inference for the mean difference in the two-sample random censorship model (Q5960852) (← links)