Random sieve likelihood and general regression models

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	Random sieve likelihood and general regression models
	Shen, XT ; Shi, J ; Wong, WH
	1999-09-01
发表期刊	JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
ISSN	0162-1459
卷号	94 期号:447 页码:835-846
摘要	Consider a semiparametric regression model Y = f (theta, X, epsilon), where f is a known function, theta is an unknown vector, epsilon consists of a random error and possibly of some unobserved variables, and the distribution F(.) of (epsilon, X) is unspecified. This article introduces, in a general setting, new methodology for estimating theta and F(.). The proposed method constructs a profile likelihood defined on random-level sets (a random sieve). The proposed method is related to empirical likelihood but is more generally applicable. Four examples are discussed, including a quadratic model, high-dimensional semiparametric regression, a nonparametric random-effects model, and linear regression with right-censored data. Simulation results and asymptotic analysis support the utility and effectiveness of the proposed method.
关键词	empirical likelihood general regression model profile likelihood random sieve likelihood
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000082756400026
出版者	AMER STATISTICAL ASSOC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/14409
专题	中国科学院数学与系统科学研究院
通讯作者	Shen, XT
作者单位	1.Ohio State Univ, Dept Stat, Columbus, OH 43210 USA 2.Acad Sinica, Inst Syst Sci, Beijing 100080, Peoples R China 3.Univ Calif Los Angeles, Dept Stat, Los Angeles, CA 90095 USA
推荐引用方式 GB/T 7714	Shen, XT,Shi, J,Wong, WH. Random sieve likelihood and general regression models[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,1999,94(447):835-846.
APA	Shen, XT,Shi, J,&Wong, WH.(1999).Random sieve likelihood and general regression models.JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,94(447),835-846.
MLA	Shen, XT,et al."Random sieve likelihood and general regression models".JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION 94.447(1999):835-846.