Empirical likelihood simultaneous confidence band for conditional variance function

Article (Web of Science), Early Access (Web of Science)

• cited authors: Sareeta, Manandhar; Cai, Li; Liu, Rong; Zhao, Yichuan
• publication date: September 30, 2025
• webpage: Web of Science
• published in: ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS Journal
• category: STATISTICS & PROBABILITY Category

keywords

• Empirical likelihood
• Kernel
• Simultaneous confidence band
• Spline
• Variance estimation