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Empirical likelihood confidence intervals for dependent duration data

Author

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  • El Ghouch, Anouar
  • Van Keilegom, Ingrid
  • McKeague, Ian W.

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Suggested Citation

  • El Ghouch, Anouar & Van Keilegom, Ingrid & McKeague, Ian W., 2011. "Empirical likelihood confidence intervals for dependent duration data," LIDAM Reprints ISBA 2011006, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvar:2011006
    Note: In : Econometric Theory, vol. 27, no.1, p. 178-198 (2011)
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    Cited by:

    1. Stelios Arvanitis & Thierry Post, 2024. "Stochastic Arbitrage Opportunities: Set Estimation and Statistical Testing," Mathematics, MDPI, vol. 12(4), pages 1-19, February.
    2. Sun, Jiajing & Hong, Yongmiao & Linton, Oliver & Zhao, Xiaolu, 2022. "Adjusted-range self-normalized confidence interval construction for censored dependent data," Economics Letters, Elsevier, vol. 220(C).
    3. Arvanitis, Stelios & Post, Thierry & Potì, Valerio & Karabati, Selcuk, 2021. "Nonparametric tests for Optimal Predictive Ability," International Journal of Forecasting, Elsevier, vol. 37(2), pages 881-898.

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