Pages that link to "Item:Q2277707"
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The following pages link to Empirical likelihood is Bartlett-correctable (Q2277707):
Displaying 50 items.
- Empirical Likelihood for the Analysis of Experimental Designs (Q90986) (← links)
- Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations (Q276934) (← links)
- Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309) (← links)
- On the second-order properties of empirical likelihood with moment restrictions (Q289167) (← links)
- Detecting difference between coefficients in linear model using jackknife empirical likelihood (Q328099) (← links)
- Empirical likelihood approach to goodness of fit testing (Q358139) (← links)
- An empirical likelihood method for semiparametric linear regression with right censored data (Q382603) (← links)
- Empirical likelihood on the full parameter space (Q385793) (← links)
- New empirical likelihood inference for linear transformation models (Q419260) (← links)
- Testing homogeneity in a semiparametric two-sample problem (Q428351) (← links)
- Smoothed empirical likelihood for ROC curves with censored data (Q432326) (← links)
- Two-sample empirical likelihood method for difference between coefficients in linear regression model (Q434386) (← links)
- Confidence regions for high quantiles of a heavy tailed distribution (Q449958) (← links)
- Empirical likelihood-based inference in varying-coefficient single-index models (Q458115) (← links)
- A review of empirical likelihood methods for time series (Q466523) (← links)
- Empirical likelihood for right censored data with covariables (Q477070) (← links)
- Empirical likelihood for high-dimensional linear regression models (Q479491) (← links)
- Smoothed jackknife empirical likelihood inference for ROC curves with missing data (Q495353) (← links)
- Empirical likelihood method for quantiles with response data missing at random (Q511170) (← links)
- EL inference for partially identified models: large deviations optimality and bootstrap validity (Q530963) (← links)
- Improved additive adjustments for the LR/ELR test statistics (Q553053) (← links)
- Confidence intervals based on empirical statistics: existence of a probability matching prior and connection with frequentist Bartlett adjustability (Q619102) (← links)
- A review on empirical likelihood methods for regression (Q619114) (← links)
- ANOVA for longitudinal data with missing values (Q620563) (← links)
- Empirical likelihood for quantile regression models with longitudinal data (Q622464) (← links)
- Geometry of the log-likelihood ratio statistic in misspecified models (Q630939) (← links)
- Restricted one way analysis of variance using the empirical likelihood ratio test (Q631630) (← links)
- Confidence intervals for a distribution function in the presence of auxiliary information (Q672078) (← links)
- Empirical likelihood estimators for the error distribution in nonparametric regression models (Q734542) (← links)
- A penalized empirical likelihood method in high dimensions (Q741795) (← links)
- Adjusted empirical likelihood for right censored lifetime data (Q744813) (← links)
- Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters (Q764476) (← links)
- Empirical likelihood based on synthetic right censored data (Q826710) (← links)
- Jackknife empirical likelihood for the mean difference of two zero-inflated skewed populations (Q826998) (← links)
- Empirical likelihood for nonparametric parts in semiparametric varying-coefficient partially linear models (Q840794) (← links)
- Empirical likelihood in some semiparametric models (Q850746) (← links)
- Two-sample extended empirical likelihood for estimating equations (Q893162) (← links)
- Generalized Neyman-Pearson optimality of empirical likelihood for testing parameter hypotheses (Q904044) (← links)
- An empirical likelihood-based method for comparison of treatment effects-test of equality of coefficients in linear models (Q962357) (← links)
- Comparison of Bartlett-type adjusted tests in the multiparameter case (Q972893) (← links)
- Bartlett correctable two-sample adjusted empirical likelihood (Q972896) (← links)
- Adjusted empirical likelihood with high-order precision (Q973869) (← links)
- Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
- Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions (Q1000574) (← links)
- Smoothed weighted empirical likelihood ratio confidence intervals for quantiles (Q1002548) (← links)
- Empirical likelihood inference for censored median regression with weighted empirical hazard functions (Q1019455) (← links)
- Empirical likelihood confidence intervals for the differences of quantiles with missing data (Q1036901) (← links)
- Empirical likelihood for median regression model with designed censoring variables (Q1041079) (← links)
- Empirical likelihood-based evaluations of value at risk models (Q1044277) (← links)
- Empirical likelihood for mixed-effects error-in-variables model (Q1048236) (← links)
