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作者:

Yang, Yi Ping (Yang, Yi Ping.) | Xue, Liu Gen (Xue, Liu Gen.) (学者:薛留根) | Cheng, Wei Hu (Cheng, Wei Hu.) (学者:程维虎)

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Scopus SCIE CSCD

摘要:

Empirical-likelihood-based inference for the parameters in a partially linear single-index model with randomly censored data is investigated. We introduce an estimated empirical likelihood for the parameters using a synthetic data approach and show that its limiting distribution is a mixture of central chi-squared distribution. To attack this difficulty we propose an adjusted empirical likelihood to achieve the standard chi (2)-limit. Furthermore, since the index is of norm 1, we use this constraint to reduce the dimension of parameters, which increases the accuracy of the confidence regions. A simulation study is carried out to compare its finite-sample properties with the existing method. An application to a real data set is illustrated.

关键词:

Censored data chi(2)-distribution empirical likelihood regression model

作者机构:

  • [ 1 ] [Yang, Yi Ping]Chongqing Technol & Business Univ, Coll Math & Stat, Chongqing 400067, Peoples R China
  • [ 2 ] [Xue, Liu Gen]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Cheng, Wei Hu]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

通讯作者信息:

  • [Yang, Yi Ping]Chongqing Technol & Business Univ, Coll Math & Stat, Chongqing 400067, Peoples R China

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来源 :

ACTA MATHEMATICA SINICA-ENGLISH SERIES

ISSN: 1439-8516

年份: 2012

期: 5

卷: 28

页码: 1041-1060

0 . 7 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:74

JCR分区:3

中科院分区:4

被引次数:

WoS核心集被引频次: 4

SCOPUS被引频次: 4

ESI高被引论文在榜: 0 展开所有

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中文被引频次:

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