Empirical likelihood semiparametric regression analysis under random censorship
文献类型：期刊论文
| 作者 | Wang, QH ; Li, G
|
| 刊名 | JOURNAL OF MULTIVARIATE ANALYSIS
 |
| 出版日期 | 2002-11-01 |
| 卷号 | 83期号:2页码:469-486 |
| 关键词 | empirical likelihood partly linear model product-limit estimator random censorship |
| ISSN号 | 0047-259X |
| DOI | 10.1006/jmva.2001.2060 |
| 英文摘要 | This paper considers large sample inference for the regression parameter in a partly linear model for right censored data. We introduce an estimated empirical likelihood for the regression parameter and show that its limiting distribution is a mixture of central chi-squared distributions. A Monte Carlo method is proposed to approximate the limiting distribution. This enables one to make empirical likelihood-based inference for the regression parameter. We also develop an adjusted empirical likelihood method which only appeals to standard chi-square tables. Finite sample performance of the proposed methods is illustrated in a simulation study. (C) 2002 Elsevier Science (USA). |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000179521500011 |
| 出版者 | ACADEMIC PRESS INC ELSEVIER SCIENCE |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/17717]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Wang, QH |
| 作者单位 | Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wang, QH,Li, G. Empirical likelihood semiparametric regression analysis under random censorship[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2002,83(2):469-486. |
| APA | Wang, QH,&Li, G.(2002).Empirical likelihood semiparametric regression analysis under random censorship.JOURNAL OF MULTIVARIATE ANALYSIS,83(2),469-486. |
| MLA | Wang, QH,et al."Empirical likelihood semiparametric regression analysis under random censorship".JOURNAL OF MULTIVARIATE ANALYSIS 83.2(2002):469-486. |
入库方式： OAI收割
来源：数学与系统科学研究院
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