Empirical likelihood inference for logistic equation with random perturbation
文献类型:期刊论文
作者 | Hu Xuemei2 |
刊名 | JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
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出版日期 | 2014 |
卷号 | 27期号:2页码:350-359 |
关键词 | MOMENT RESTRICTIONS Empirical likelihood ratio statistic estimating equations logistic equation with random perturbation maximum empirical likelihood estimations maximum likelihood estimation |
ISSN号 | 1009-6124 |
其他题名 | EMPIRICAL LIKELIHOOD INFERENCE FOR LOGISTIC EQUATION WITH RANDOM PERTURBATION |
英文摘要 | Empirical likelihood (EL) combined with estimating equations (EE) provides a modern semi-parametric alternative to classical estimation techniques such as maximum likelihood estimation (MLE). This paper not only uses closed form of conditional expectation and conditional variance of Logistic equation with random perturbation to perform maximum empirical likelihood estimation (MELE) for the model parameters, but also proposes an empirical likelihood ratio statistic (ELRS) for hypotheses concerning the interesting parameter. Monte Carlo simulation results show that MELE and ELRS provide competitive performance to parametric alternatives. |
资助项目 | [National Natural Science Foundation of China] ; [Natural Science Foundation Project of CQ CSTC] ; [National Basic Research Program of China] |
语种 | 英语 |
CSCD记录号 | CSCD:5112277 |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/55020] ![]() |
专题 | 中国科学院数学与系统科学研究院 |
作者单位 | 1.北京大学 2.中国科学院数学与系统科学研究院 |
推荐引用方式 GB/T 7714 | Hu Xuemei. Empirical likelihood inference for logistic equation with random perturbation[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2014,27(2):350-359. |
APA | Hu Xuemei.(2014).Empirical likelihood inference for logistic equation with random perturbation.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,27(2),350-359. |
MLA | Hu Xuemei."Empirical likelihood inference for logistic equation with random perturbation".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 27.2(2014):350-359. |
入库方式: OAI收割
来源:数学与系统科学研究院
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