Empirical likelihood for partial linear models
文献类型：期刊论文
| 作者 | Wang, QH ; Jing, BY
|
| 刊名 | ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
 |
| 出版日期 | 2003-09-01 |
| 卷号 | 55期号:3页码:585-595 |
| 关键词 | empirical likelihood partial linear model Wilks' theorem |
| ISSN号 | 0020-3157 |
| 英文摘要 | In this paper the empirical likelihood method due to Owen (1988, Biometrika, 75, 237-249) is applied to partial linear random models. A nonparametric version of Wilks' theorem is derived. The theorem is then used to construct confidence regions of the parameter vector in the partial linear models, which has correct asymptotic coverage. A simulation study is conducted to compare the empirical likelihood and normal approximation based method. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000185963900010 |
| 出版者 | KLUWER ACADEMIC PUBL |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/18409]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Wang, QH |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Heilongjiang Univ, Harbin, Peoples R China 3.Hong Kong Univ Sci & Technol, Dept Math, Kowloon, Hong Kong, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wang, QH,Jing, BY. Empirical likelihood for partial linear models[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,2003,55(3):585-595. |
| APA | Wang, QH,&Jing, BY.(2003).Empirical likelihood for partial linear models.ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,55(3),585-595. |
| MLA | Wang, QH,et al."Empirical likelihood for partial linear models".ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS 55.3(2003):585-595. |
入库方式： OAI收割
来源：数学与系统科学研究院
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