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Empirical likelihood for partially linear models
Shi, J; Lau, TS
2000
Source PublicationJOURNAL OF MULTIVARIATE ANALYSIS
ISSN0047-259X
Volume72Issue:1Pages:132-148
AbstractIn 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.
Keywordpartially linear model empirical likelihood nonparametric likelihood ratio sieve approximation weight functions
Language英语
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000084927300008
PublisherACADEMIC PRESS INC
Citation statistics
Cited Times:99[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/15698
Collection中国科学院数学与系统科学研究院
Affiliation1.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
Recommended Citation
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.
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