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作者:

Xue, LG (Xue, LG.) (学者:薛留根) | Zhu, LX (Zhu, LX.)

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Scopus SCIE

摘要:

The empirical likelihood method is especially useful for constructing confidence intervals or regions of the parameter of interest. This method has been extensively applied to linear regression and generalized linear regression models. In this paper, the empirical likelihood method for single-index regression models is studied. An estimated empirical log-likelihood approach to construct the confidence region of the regression parameter is developed. An adjusted empirical log-likelihood ratio is proved to be asymptotically standard chi-square. A simulation study indicates that compared with a normal approximation-based approach, the proposed method described herein works better in terms of coverage probabilities and areas (lengths) of confidence regions (intervals). (c) 2005 Elsevier Inc. All rights reserved.

关键词:

empirical likelihood single-index model confidence region

作者机构:

  • [ 1 ] Beijing Univ Technol, Coll Appl Sci, Beijing 100022, Peoples R China
  • [ 2 ] Hong Kong Baptist Univ, Dept Math, Hong Kong, Hong Kong, Peoples R China

通讯作者信息:

  • 薛留根

    [Xue, LG]Beijing Univ Technol, Coll Appl Sci, 100 Pinle Yuan, Beijing 100022, Peoples R China

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来源 :

JOURNAL OF MULTIVARIATE ANALYSIS

ISSN: 0047-259X

年份: 2006

期: 6

卷: 97

页码: 1295-1312

1 . 6 0 0

JCR@2022

ESI学科: MATHEMATICS;

JCR分区:3

被引次数:

WoS核心集被引频次: 83

SCOPUS被引频次: 83

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

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