Empirical likelihood inference for logistic equation with random perturbation

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	Empirical likelihood inference for logistic equation with random perturbation
其他题名	EMPIRICAL LIKELIHOOD INFERENCE FOR LOGISTIC EQUATION WITH RANDOM PERTURBATION
	Hu Xuemei 1
	2014
发表期刊	JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
ISSN	1009-6124
卷号	27 期号:2 页码:350-359
摘要	Empirical likelihood (EL) combined with estimating equations (EE) provides a modern semi-parametric alternative to classical estimation techniques such as maximum likelihood estimation (MLE). This paper not only uses closed form of conditional expectation and conditional variance of Logistic equation with random perturbation to perform maximum empirical likelihood estimation (MELE) for the model parameters, but also proposes an empirical likelihood ratio statistic (ELRS) for hypotheses concerning the interesting parameter. Monte Carlo simulation results show that MELE and ELRS provide competitive performance to parametric alternatives.
其他摘要	Empirical likelihood (EL) combined with estimating equations (EE) provides a modern semi-parametric alternative to classical estimation techniques such as maximum likelihood estimation (MLE). This paper not only uses closed form of conditional expectation and conditional variance of Logistic equation with random perturbation to perform maximum empirical likelihood estimation (MELE) for the model parameters, but also proposes an empirical likelihood ratio statistic (ELRS) for hypotheses concerning the interesting parameter. Monte Carlo simulation results show that MELE and ELRS provide competitive performance to parametric alternatives.
关键词	MOMENT RESTRICTIONS Empirical likelihood ratio statistic estimating equations logistic equation with random perturbation maximum empirical likelihood estimations maximum likelihood estimation
收录类别	CSCD
语种	英语
资助项目	[National Natural Science Foundation of China] ; [Natural Science Foundation Project of CQ CSTC] ; [National Basic Research Program of China]
CSCD记录号	CSCD:5112277
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/55021
专题	中国科学院数学与系统科学研究院
作者单位	1.中国科学院数学与系统科学研究院 2.北京大学
推荐引用方式 GB/T 7714	Hu Xuemei. Empirical likelihood inference for logistic equation with random perturbation[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2014,27(2):350-359.
APA	Hu Xuemei.(2014).Empirical likelihood inference for logistic equation with random perturbation.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,27(2),350-359.
MLA	Hu Xuemei."Empirical likelihood inference for logistic equation with random perturbation".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 27.2(2014):350-359.