Empirical likelihood for partially linear models

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	Empirical likelihood for partially linear models
	Shi, J ; Lau, TS
	2000
发表期刊	JOURNAL OF MULTIVARIATE ANALYSIS
ISSN	0047-259X
卷号	72 期号:1 页码:132-148
摘要	In this paper, we consider the application of the empirical likelihood method to partially linear model. Unlike the usual cases, we first propose an approximation to the residual of the model to deal with the nonparametric part sc that Owen's (1990) empirical likelihood approach can be applied. Then, under quite general conditions, we prove that the empirical log-likelihood ratio statistic is asymptotically chisquared distributed. Therefore, the empirical likelihood confidence regions can be constructed accordingly. (C) 2000 Academic Press AMS 1991 subject classifications: 62J99. 62G20, 62G15.
关键词	partially linear model empirical likelihood nonparametric likelihood ratio sieve approximation weight functions
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000084927300008
出版者	ACADEMIC PRESS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/15698
专题	中国科学院数学与系统科学研究院
通讯作者	Shi, J
作者单位	1.Chinese Univ Hong Kong, Acad Sinica, Inst Syst Sci, Sha Tin 100083, Hong Kong 2.Chinese Univ Hong Kong, Dept Stat, Sha Tin 100083, Hong Kong
推荐引用方式 GB/T 7714	Shi, J,Lau, TS. Empirical likelihood for partially linear models[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2000,72(1):132-148.
APA	Shi, J,&Lau, TS.(2000).Empirical likelihood for partially linear models.JOURNAL OF MULTIVARIATE ANALYSIS,72(1),132-148.
MLA	Shi, J,et al."Empirical likelihood for partially linear models".JOURNAL OF MULTIVARIATE ANALYSIS 72.1(2000):132-148.