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
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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 |
DOI | 10.1080/03610920903584113 |
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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