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The Block Empirical Likelihood Method of the Semivarying Coefficient Model with Application to Longitudinal Data

文献类型：期刊论文

作者Hu, Xuemei1,2
刊名COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
出版日期2011
卷号40期号:8页码:1342-1351
关键词Block empirical likelihood Longitudinal data Semivarying coefficient model
ISSN号0361-0926
DOI10.1080/03610920903584113
英文摘要In this article, we consider a semivarying coefficient model with application to longitudinal data. In order to accommodate the within-group correlation, we apply the block empirical likelihood procedure to semivarying coefficient longitudinal data model, and prove a nonparametric version of Wilks' theorem which can be used to construct the block empirical likelihood confidence region with asymptotically correct coverage probability for the parametric component. In comparison with normal approximations, the proposed method does not require a consistent estimator for the asymptotic covariance matrix, making it easier to conduct inference for the model's parametric component. Simulations demonstrate how the proposed method works.
语种英语
WOS记录号WOS:000287493000010
出版者TAYLOR & FRANCIS INC
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/12254]  
专题中国科学院数学与系统科学研究院
通讯作者Hu, Xuemei
作者单位1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
2.ChongQing Technol & Business Univ, Sch Math & Stat, Chongqing, Peoples R China
推荐引用方式
GB/T 7714		 Hu, Xuemei. The Block Empirical Likelihood Method of the Semivarying Coefficient Model with Application to Longitudinal Data[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2011,40(8):1342-1351.
APA Hu, Xuemei.(2011).The Block Empirical Likelihood Method of the Semivarying Coefficient Model with Application to Longitudinal Data.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,40(8),1342-1351.
MLA Hu, Xuemei."The Block Empirical Likelihood Method of the Semivarying Coefficient Model with Application to Longitudinal Data".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 40.8(2011):1342-1351.

入库方式： OAI收割

来源：数学与系统科学研究院

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