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作者:

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

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EI Scopus SCIE

摘要:

In this paper, a partially linear single-index model is investigated, and three empirical log-likelihood ratio statistics for the unknown parameters in the model are suggested. It is proved that the proposed statistics are asymptotically standard chi-square under some suitable conditions, and hence can be used to construct the confidence regions of the parameters. Our methods can also deal with the confidence region construction for the index in the pure single-index model. A simulation study indicates that, in terms of coverage probabilities and average areas of the confidence regions, the proposed methods perform better than the least-squares method.

关键词:

chi-square distribution confidence region coverage probability empirical likelihood partially linear single-index model

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, Beijing 100022, Peoples R China

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来源 :

SCIENCE IN CHINA SERIES A-MATHEMATICS

ISSN: 1006-9283

年份: 2005

期: 10

卷: 48

页码: 1333-1348

JCR分区:3

被引次数:

WoS核心集被引频次: 19

SCOPUS被引频次: 19

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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