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Abstract:
In this very selective overview, we summarise the recent developments by our own and other, on the empirical likelihood in some nonparametric and semiparametric regression models. The models include the partially linear model, the single-index model, the partially linear single-index model, the varying coefficient model, and so on. The focus of this overview is to expatiate the adjustment and "bias correction" methodologies when Wilks' phenomenon does not hold. The adjustment or bias correction can make the limiting distributions tractable such that they can be directly used to construct the confidence regions of parameters of interest without the assistance of Monte Carlo approximation.
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Source :
STATISTICS AND ITS INTERFACE
ISSN: 1938-7989
Year: 2012
Issue: 3
Volume: 5
Page: 367-378
0 . 8 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
JCR Journal Grade:4
CAS Journal Grade:4
Cited Count:
WoS CC Cited Count: 2
SCOPUS Cited Count:
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 9
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