Testing heteroscedasticity in partially linear models with missing covariates
文献类型：期刊论文
| 作者 | Liu, Xiaohui1; Wang, Zhizhong1; Hu, Xuemei2,3 |
| 刊名 | JOURNAL OF NONPARAMETRIC STATISTICS
 |
| 出版日期 | 2011 |
| 卷号 | 23期号:2页码:321-337 |
| 关键词 | partially linear model heteroscedasticity test missing at random empirical likelihood ratio |
| ISSN号 | 1048-5252 |
| DOI | 10.1080/10485252.2010.515306 |
| 英文摘要 | The purpose of this paper is to investigate the underlying heteroscedasticity in a partially linear model with missing covariates by using the empirical likelihood method. Two new test statistics are proposed based on the inverse probability-weighted idea. Under the null hypothesis, the resulting test statistics are shown to have standard chi-squared distributions asymptotically. Simulation studies show that the proposed statistics behave well. An example of an AIDS clinical trial data set is also used for illustrating our methods. |
| 资助项目 | Natural Science Foundation of CQ CSTC[2009BB8221] ; National Natural Science of China[10871217] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000290679100005 |
| 出版者 | TAYLOR & FRANCIS LTD |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/11456]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Liu, Xiaohui |
| 作者单位 | 1.Cent S Univ, Sch Math Sci & Comp Technol, Changsha, Hunan, Peoples R China 2.ChongQing Technol & Business Univ, Math & Stat Coll, Chongqing, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Liu, Xiaohui,Wang, Zhizhong,Hu, Xuemei. Testing heteroscedasticity in partially linear models with missing covariates[J]. JOURNAL OF NONPARAMETRIC STATISTICS,2011,23(2):321-337. |
| APA | Liu, Xiaohui,Wang, Zhizhong,&Hu, Xuemei.(2011).Testing heteroscedasticity in partially linear models with missing covariates.JOURNAL OF NONPARAMETRIC STATISTICS,23(2),321-337. |
| MLA | Liu, Xiaohui,et al."Testing heteroscedasticity in partially linear models with missing covariates".JOURNAL OF NONPARAMETRIC STATISTICS 23.2(2011):321-337. |
入库方式： OAI收割
来源：数学与系统科学研究院
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