Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variables models
文献类型：期刊论文
| 作者 | Wong, Heung1; Liu, Feng2; Chen, Min3 ; Ip, Wai Cheung1
|
| 刊名 | JOURNAL OF STATISTICAL PLANNING AND INFERENCE
 |
| 出版日期 | 2009-03-01 |
| 卷号 | 139期号:3页码:916-929 |
| 关键词 | Heteroscedasticity Empirical likelihood ratio Partially linear models Errors-in-variables Nuisance parameter |
| ISSN号 | 0378-3758 |
| DOI | 10.1016/j.jspi.2008.05.049 |
| 英文摘要 | A standard assumption in regression analysis is homogeneity of the error variance. Violation of this assumption can have adverse consequences for the efficiency of estimators. In this paper, we propose an empirical likelihood based diagnostic technique for heteroscedasticity in the partially linear errors-in-variables models. Under mild conditions, a nonparametric version of Wilk's theorem is derived. Simulation results reveal that our test performs well in both size and power. (c) 2008 Elsevier B.V. All rights reserved. |
| 资助项目 | AMSS-Polyu Joint Research Institute ; National Key Basic Research Program of China[2007CB814902] ; National Natural Science Foundation of China[70221001] ; National Natural Science Foundation of China[10628104] ; National Natural Science Foundation of China[10721101] ; Chongqing Education Committee[KJ080609] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000262061300018 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/7771]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Wong, Heung |
| 作者单位 | 1.Hong Kong Polytech Univ, Dept Appl Math, Hong Kong, Hong Kong, Peoples R China 2.Chongqing Inst Technol, Dept Stat, Chongqing 400050, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wong, Heung,Liu, Feng,Chen, Min,et al. Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variables models[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2009,139(3):916-929. |
| APA | Wong, Heung,Liu, Feng,Chen, Min,&Ip, Wai Cheung.(2009).Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variables models.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,139(3),916-929. |
| MLA | Wong, Heung,et al."Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variables models".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 139.3(2009):916-929. |
入库方式： OAI收割
来源：数学与系统科学研究院
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