Pages that link to "Item:Q4531047"

The following pages link to Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions (Q4531047):

Displaying 36 items.

• Efficient information theoretic inference for conditional moment restrictions (Q280207) (← 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)
• Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
• Empirical likelihood inference for semi-parametric estimating equations (Q365840) (← links)
• Empirical likelihood based goodness-of-fit testing for generalized linear mixed models (Q403438) (← links)
• Divergences and duality for estimation and test under moment condition models (Q447621) (← links)
• Optimal comparison of misspecified moment restriction models under a chosen measure of fit (Q528067) (← links)
• Hodges-Lehmann optimality for testing moment conditions (Q528073) (← links)
• EL inference for partially identified models: large deviations optimality and bootstrap validity (Q530963) (← links)
• Empirical likelihood estimators for the error distribution in nonparametric regression models (Q734542) (← links)
• On Bahadur efficiency of empirical likelihood (Q736517) (← links)
• Generalized Neyman-Pearson optimality of empirical likelihood for testing parameter hypotheses (Q904044) (← links)
• Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
• Testing conditional moment restrictions (Q1430924) (← links)
• GEL estimation and tests of spatial autoregressive models (Q1739882) (← links)
• Computational analysis of the behavior of stochastic volatility models with financial applications (Q2141573) (← links)
• The empirical saddlepoint estimator (Q2154965) (← links)
• Jackknife empirical likelihood for inequality constraints on regular functionals (Q2225003) (← links)
• Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
• Bahadur intercept with applications to one-sided testing (Q2306885) (← links)
• A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters (Q2440465) (← links)
• Testing conditional independence via empirical likelihood (Q2451799) (← links)
• On empirical likelihood statistical functions (Q2512627) (← links)
• Optimally combining censored and uncensored datasets (Q2628828) (← links)
• Estimation with overidentifying inequality moment conditions (Q2630123) (← links)
• EXISTENCE AND CHARACTERIZATION OF CONDITIONAL DENSITY PROJECTIONS (Q2826008) (← links)
• SECOND-ORDER REFINEMENT OF EMPIRICAL LIKELIHOOD FOR TESTING OVERIDENTIFYING RESTRICTIONS (Q2847585) (← links)
• Self-concordance for empirical likelihood (Q2851575) (← links)
• Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions (Q3007555) (← links)
• MOMENT-BASED INFERENCE WITH STRATIFIED DATA (Q3081460) (← links)
• GEL METHODS FOR NONSMOOTH MOMENT INDICATORS (Q3081461) (← links)
• EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS (Q3081463) (← links)
• Empirical Likelihood for Efficient Semiparametric Average Treatment Effects (Q3086357) (← links)
• EMPIRICAL LIKELIHOOD FOR GARCH MODELS (Q3409060) (← links)
• Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics (Q5881045) (← links)