Empirical likelihood for partial linear models

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	Empirical likelihood for partial linear models
	Wang, QH; Jing, BY
	2003-09-01
发表期刊	ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
ISSN	0020-3157
卷号	55 期号:3 页码:585-595
摘要	In this paper the empirical likelihood method due to Owen (1988, Biometrika, 75, 237-249) is applied to partial linear random models. A nonparametric version of Wilks' theorem is derived. The theorem is then used to construct confidence regions of the parameter vector in the partial linear models, which has correct asymptotic coverage. A simulation study is conducted to compare the empirical likelihood and normal approximation based method.
关键词	empirical likelihood partial linear model Wilks' theorem
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000185963900010
出版者	KLUWER ACADEMIC PUBL
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/18410
专题	应用数学研究所
通讯作者	Wang, QH
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Heilongjiang Univ, Harbin, Peoples R China 3.Hong Kong Univ Sci & Technol, Dept Math, Kowloon, Hong Kong, Peoples R China
推荐引用方式 GB/T 7714	Wang, QH,Jing, BY. Empirical likelihood for partial linear models[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,2003,55(3):585-595.
APA	Wang, QH,&Jing, BY.(2003).Empirical likelihood for partial linear models.ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,55(3),585-595.
MLA	Wang, QH,et al."Empirical likelihood for partial linear models".ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS 55.3(2003):585-595.