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Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study
Wang, QH; Wolfgang, H
2004-12-01
发表期刊SCIENCE IN CHINA SERIES A-MATHEMATICS
ISSN1006-9283
卷号47期号:6页码:921-939
摘要In this paper, linear errors-in-response models are considered in the presence of validation data on the responses. A serniparametric dimension reduction technique is employed to define an estimator of beta with asymptotic normality, the estimated empirical loglikelihoods and the adjusted empirical loglikelihoods for the vector of regression coefficients and linear combinations of the regression coefficients, respectively. The estimated empirical log-likelihoods are shown to be asymptotically distributed as weighted sums of independent X-1(2) and the adjusted empirical loglikelihoods are proved to be asymptotically distributed as standard chi-squares, respectively.
关键词confidence intervals error-in-response validation data
DOI10.1360/03ys0148
语种英语
WOS研究方向Mathematics
WOS类目Mathematics, Applied ; Mathematics
WOS记录号WOS:000227041700012
出版者SCIENCE CHINA PRESS
引用统计
文献类型期刊论文
条目标识符http://ir.amss.ac.cn/handle/2S8OKBNM/741
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 150080, Peoples R China
3.Humboldt Univ, Ctr Appl Stat & Econ, D-10178 Berlin, Germany
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Wang, QH,Wolfgang, H. Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS,2004,47(6):921-939.
APA Wang, QH,&Wolfgang, H.(2004).Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study.SCIENCE IN CHINA SERIES A-MATHEMATICS,47(6),921-939.
MLA Wang, QH,et al."Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study".SCIENCE IN CHINA SERIES A-MATHEMATICS 47.6(2004):921-939.
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