Empirical likelihood for partially linear models
文献类型：期刊论文
| 作者 | Shi, J; Lau, TS |
| 刊名 | JOURNAL OF MULTIVARIATE ANALYSIS
 |
| 出版日期 | 2000 |
| 卷号 | 72期号:1页码:132-148 |
| 关键词 | partially linear model empirical likelihood nonparametric likelihood ratio sieve approximation weight functions |
| ISSN号 | 0047-259X |
| 英文摘要 | In this paper, we consider the application of the empirical likelihood method to partially linear model. Unlike the usual cases, we first propose an approximation to the residual of the model to deal with the nonparametric part sc that Owen's (1990) empirical likelihood approach can be applied. Then, under quite general conditions, we prove that the empirical log-likelihood ratio statistic is asymptotically chisquared distributed. Therefore, the empirical likelihood confidence regions can be constructed accordingly. (C) 2000 Academic Press AMS 1991 subject classifications: 62J99. 62G20, 62G15. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000084927300008 |
| 出版者 | ACADEMIC PRESS INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/15697]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Shi, J |
| 作者单位 | 1.Chinese Univ Hong Kong, Acad Sinica, Inst Syst Sci, Sha Tin 100083, Hong Kong 2.Chinese Univ Hong Kong, Dept Stat, Sha Tin 100083, Hong Kong |
| 推荐引用方式 GB/T 7714 | Shi, J,Lau, TS. Empirical likelihood for partially linear models[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2000,72(1):132-148. |
| APA | Shi, J,&Lau, TS.(2000).Empirical likelihood for partially linear models.JOURNAL OF MULTIVARIATE ANALYSIS,72(1),132-148. |
| MLA | Shi, J,et al."Empirical likelihood for partially linear models".JOURNAL OF MULTIVARIATE ANALYSIS 72.1(2000):132-148. |
入库方式： OAI收割
来源：数学与系统科学研究院
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