Pages that link to "Item:Q2739343"

The following pages link to Empirical likelihood confidence intervals for local linear smoothers (Q2739343):

Displaying 45 items.

• Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood (Q282446) (← links)
• Estimation and inference for additive partially nonlinear models (Q334824) (← links)
• Empirical likelihood approach to goodness of fit testing (Q358139) (← links)
• Empirical likelihood inference for semi-parametric estimating equations (Q365840) (← links)
• \(U\)-statistic with side information (Q444948) (← links)
• Empirical likelihood for density-weighted average derivatives (Q451508) (← links)
• A review on empirical likelihood methods for regression (Q619114) (← links)
• Empirical likelihood inference for diffusion processes with jumps (Q625786) (← links)
• Empirical likelihood for non-parametric regression models with missing responses: multiple design case (Q628618) (← links)
• Quantile inference for heteroscedastic regression models (Q630938) (← links)
• On the tail index of a heavy tailed distribution (Q904090) (← links)
• Testing serial correlation in semiparametric varying-coefficient partially linear EV models (Q925987) (← links)
• Empirical likelihood for heteroscedastic partially linear models (Q1000569) (← links)
• Empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models (Q1012104) (← links)
• Empirical likelihood-based evaluations of value at risk models (Q1044277) (← links)
• Adjusted empirical likelihood method for quantiles (Q1880990) (← links)
• Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors (Q1935687) (← links)
• GRID: a variable selection and structure discovery method for high dimensional nonparametric regression (Q2196249) (← links)
• Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
• Empirical likelihood for regression discontinuity design (Q2346018) (← links)
• On Bartlett correctability of empirical likelihood in generalized power divergence family (Q2452773) (← links)
• Empirical likelihood for non-degenerate \(U\)-statistics (Q2483429) (← links)
• Empirical likelihood based inference for the derivative of the nonparametric regression function (Q2496943) (← links)
• Empirical likelihood-based inference for nonparametric recurrent diffusions (Q2630085) (← links)
• Empirical likelihood inference for generalized additive partially linear models (Q2666062) (← links)
• Coverage error optimal confidence intervals for local polynomial regression (Q2676952) (← links)
• MODEL-FREE INFERENCE FOR TAIL RISK MEASURES (Q2786682) (← links)
• Empirical Likelihood for Nonparametric Models Under Linear Process Errors (Q2802835) (← links)
• EMPIRICAL LIKELIHOOD-BASED INFERENCES FOR PARTIALLY LINEAR MODELS WITH MISSING COVARIATES (Q2810363) (← links)
• Convergence rates for uniform confidence intervals based on local polynomial regression estimators (Q2811265) (← links)
• Empirical Likelihood Intervals for Conditional Value-at-Risk in Heteroscedastic Regression Models (Q2911698) (← links)
• The Block Empirical Likelihood Method of the Semivarying Coefficient Model with Application to Longitudinal Data (Q3006269) (← links)
• Empirical Likelihood for Partially Linear Models with Missing Responses: The Fixed Design Case (Q3015898) (← links)
• Empirical likelihood for partially linear models with missing responses at random (Q3021203) (← links)
• EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS (Q3081463) (← links)
• Confidence intervals for nonparametric regression functions under negatively associated errors (Q3106416) (← links)
• Empirical likelihood for average derivatives (Q3423586) (← links)
• Inference for a Linear Functional of Cumulative Hazard Function Via Empirical Likelihood (Q3435983) (← links)
• Empirical likelihood for generalized linear models with fixed and adaptive designs (Q3462133) (← links)
• Empirical Likelihood Inference for the Cox Model with Time‐dependent Coefficients via Local Partial Likelihood (Q3552964) (← links)
• Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data (Q5095205) (← links)
• Confidence Intervals for Nonparametric Regression Functions with Missing Data (Q5172781) (← links)
• NONPARAMETRIC INFERENCE FOR CONDITIONAL QUANTILES OF TIME SERIES (Q5403107) (← links)
• Inference for the Mean Residual Life Function via Empirical Likelihood (Q5484683) (← links)
• Empirical likelihood inference in autoregressive models with time-varying variances (Q5880117) (← links)