• 综合
  • 标题
  • 关键词
  • 摘要
  • 学者
  • 期刊-刊名
  • 期刊-ISSN
  • 会议名称
搜索

作者:

Wang, Xiuli (Wang, Xiuli.) | Li, Gaorong (Li, Gaorong.) (学者:李高荣) | Lin, Lu (Lin, Lu.)

收录:

Scopus SCIE

摘要:

In this paper, we apply empirical likelihood method to study the semi-parametric varying-coefficient partially linear errors-in-variables models. Empirical log-likelihood ratio statistic for the unknown parameter beta, which is of primary interest, is suggested. We show that the proposed statistic is asymptotically standard chi-square distribution under some suitable conditions, and hence it can be used to construct the confidence region for the parameter beta. Some simulations indicate that, in terms of coverage probabilities and average lengths of the confidence intervals, the proposed method performs better than the least-squares method. We also give the maximum empirical likelihood estimator (MELE) for the unknown parameter beta, and prove the MELE is asymptotically normal under some suitable conditions.

关键词:

Confidence regions Empirical likelihood Errors-in-variables Partially linear regression model Varying-coefficient model

作者机构:

  • [ 1 ] [Wang, Xiuli]Shandong Univ, Sch Math Sci, Jinan 250100, Peoples R China
  • [ 2 ] [Lin, Lu]Shandong Univ, Sch Math Sci, Jinan 250100, Peoples R China
  • [ 3 ] [Wang, Xiuli]Shandong Normal Univ, Sch Math Sci, Jinan 250014, Peoples R China
  • [ 4 ] [Li, Gaorong]Beijing Univ Technol, Coll Appl Sci, Beijing 100022, Peoples R China

通讯作者信息:

  • [Wang, Xiuli]Shandong Univ, Sch Math Sci, Jinan 250100, Peoples R China

查看成果更多字段

相关关键词:

来源 :

METRIKA

ISSN: 0026-1335

年份: 2011

期: 2

卷: 73

页码: 171-185

0 . 7 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:84

JCR分区:3

中科院分区:4

被引次数:

WoS核心集被引频次: 37

SCOPUS被引频次: 37

ESI高被引论文在榜: 0 展开所有

万方被引频次:

中文被引频次:

近30日浏览量: 4

归属院系:

在线人数/总访问数:2483/2917182
地址:北京工业大学图书馆(北京市朝阳区平乐园100号 邮编:100124) 联系我们:010-67392185
版权所有:北京工业大学图书馆 站点建设与维护:北京爱琴海乐之技术有限公司