Empirical likelihood for partially linear models under negatively associated errors
Empirical likelihood for partially linear models under negatively associated errors
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DOI：
10.1007/s11424-015-4258-y
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发表时间：
2016-08
影响因子：
2.1
通讯作者：
Qingzhu Lei;Yongsong Qin
中科院分区：
文献类型：
--
作者：
Qingzhu Lei;Yongsong Qin
本文提出用分块经验似然(EL)方法构造负相关误差下部分线性模型中回归向量β的置信域。结果表明，β的块状EL比统计量是渐近χ2分布的。该结果被用来获得β的基于EL的置信域。文中给出了对所提出置信度区域的有限样本性能的仿真研究结果。
This paper proposes to use the blockwise empirical likelihood (EL) method to construct the confidence regions for the regression vectorβin a partially linear model under negatively associated errors. It is shown that the blockwise EL ratio statistic forβis asymptotically χ2distributed. The result is used to obtain an EL-based confidence region forβ. Results of a simulation study on the finite sample performance of the proposed confidence regions are reported.