Pages that link to "Item:Q100555"
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The following pages link to Empirical likelihood methods with weakly dependent processes (Q100555):
Displaying 50 items.
- gmm (Q27784) (← links)
- momentfit (Q100569) (← links)
- Joint empirical likelihood confidence regions for a finite number of quantiles under negatively associated samples (Q256755) (← links)
- Nonparametric likelihood inference for general autoregressive models (Q257487) (← links)
- A note on the asymptotic behaviour of empirical likelihood statistics (Q257581) (← links)
- Information in generalized method of moments estimation and entropy-based moment selection (Q280214) (← links)
- Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309) (← links)
- Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models (Q288350) (← links)
- On the second-order properties of empirical likelihood with moment restrictions (Q289167) (← links)
- An adaptive empirical likelihood test for parametric time series regression models (Q289191) (← links)
- Generalized empirical likelihood tests in time series models with potential identification failure (Q290944) (← links)
- Generalized moment estimation of stochastic differential equations (Q311323) (← links)
- Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
- Empirical likelihood for partially linear models under negatively associated errors (Q328840) (← links)
- An empirical likelihood method for semiparametric linear regression with right censored data (Q382603) (← links)
- On empirical likelihood inference of a change-point (Q383925) (← links)
- Confidence intervals for probability density functions under associated samples (Q434564) (← links)
- Estimation for non-Gaussian locally stationary processes with empirical likelihood method (Q444216) (← links)
- An empirical likelihood method for spatial regression (Q451300) (← links)
- Empirical likelihood for density-weighted average derivatives (Q451508) (← links)
- A review of empirical likelihood methods for time series (Q466523) (← links)
- Confidence intervals for the mean based on exponential type inequalities and empirical likelihood (Q470597) (← links)
- Empirical likelihood inference for logistic equation with random perturbation (Q488925) (← links)
- The signed-rank estimator for nonlinear regression with responses missing at random (Q491405) (← links)
- GEL statistics under weak identification (Q528051) (← links)
- Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
- Optimal comparison of misspecified moment restriction models under a chosen measure of fit (Q528067) (← links)
- Empirical likelihood block bootstrapping (Q530588) (← links)
- Empirical likelihood for linear models under negatively associated errors (Q608335) (← links)
- Empirical likelihood for quantiles under negatively associated samples (Q619807) (← links)
- Blockwise empirical likelihood for time series of counts (Q631632) (← links)
- Jackknife-blockwise empirical likelihood methods under dependence (Q643294) (← links)
- Empirical likelihood inference for probability density functions under association (Q665064) (← links)
- Empirical likelihood for probability density functions under negatively associated samples (Q710796) (← links)
- Empirical Euclidean likelihood for general estimating equations under association dependence (Q716534) (← links)
- Empirical likelihood estimators for the error distribution in nonparametric regression models (Q734542) (← links)
- Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments (Q738049) (← links)
- Blockwise bootstrap wavelet in nonparametric regression model with weakly dependent processes (Q745419) (← links)
- Empirical likelihood inference in partially linear single-index models for longitudinal data (Q847425) (← links)
- Semi-parametric rank regression with missing responses (Q893172) (← links)
- GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
- Bayesian semiparametric hierarchical empirical likelihood spatial models (Q894792) (← links)
- Joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing samples (Q902401) (← links)
- Empirical likelihood inference for partial linear models under martingale difference sequence (Q956361) (← links)
- Weighted empirical likelihood for generalized linear models with longitudinal data (Q989271) (← links)
- Empirical likelihood for heteroscedastic partially linear models (Q1000569) (← links)
- Extending the scope of empirical likelihood (Q1018635) (← links)
- Empirical likelihood ratio confidence interval for positively associated series (Q1036871) (← links)
- An MCMC approach to classical estimation. (Q1398964) (← links)
- Testing conditional moment restrictions (Q1430924) (← links)