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作者:

Li, Gaorong (Li, Gaorong.) (学者:李高荣) | Xue, Liugen (Xue, Liugen.) (学者:薛留根)

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EI Scopus SCIE

摘要:

In this article, a partially linear errors-in-variables model is considered, and empirical log-likelihood ratio statistic for the unknown parameter in the model is suggested. It is proved 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 of the parameter. A simulation study indicates that, in terms of coverage probabilities and average lengths of the confidence intervals, the proposed method performs better than the least-squares method.

关键词:

chi-square distribution confidence region coverage probability eempirical likelihood partially linear errors-in-variables model

作者机构:

  • [ 1 ] [Li, Gaorong]E China Normal Univ, Dept Stat, Shanghai 200241, Peoples R China
  • [ 2 ] [Li, Gaorong]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China
  • [ 3 ] [Xue, Liugen]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China

通讯作者信息:

  • 李高荣

    [Li, Gaorong]E China Normal Univ, Dept Stat, Shanghai 200241, Peoples R China

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来源 :

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

ISSN: 0361-0926

年份: 2008

期: 10

卷: 37

页码: 1552-1564

0 . 8 0 0

JCR@2022

ESI学科: MATHEMATICS;

JCR分区:4

被引次数:

WoS核心集被引频次: 30

SCOPUS被引频次: 32

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: 2

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