This paper considers large sample inference for the regression parameter in a partially linear regression model with longitudinal data and alpha-mixing errors. The authors introduce an estimated empirical likelihood for the regression parameter and show that its limiting distribution is a mixture of central chi-squared distributions. Also, the authors derive an adjusted empirical likelihood method which is shown to have a central chi-square limiting distribution. A simulation study is carried out to assess the performance of the empirical likelihood method.
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页码:232 / 248
页数:17
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[1]
[Anonymous], 1994, Lecture notes in Statistics
机构:
Tongji Univ, Dept Math, Shanghai 200092, Peoples R China
Anhui Polytech Univ, Sch Math & Phys, Wuhu, Peoples R ChinaTongji Univ, Dept Math, Shanghai 200092, Peoples R China
Fan, Guo-Liang
Liang, Han-Ying
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机构:
Tongji Univ, Dept Math, Shanghai 200092, Peoples R ChinaTongji Univ, Dept Math, Shanghai 200092, Peoples R China
Liang, Han-Ying
Xu, Hong-Xia
论文数: 0引用数: 0
h-index: 0
机构:
Anhui Polytech Univ, Sch Math & Phys, Wuhu, Peoples R ChinaTongji Univ, Dept Math, Shanghai 200092, Peoples R China
机构:
Hong Kong Univ Sci & Technol, Dept Math, Hong Kong, Hong Kong, Peoples R ChinaHong Kong Univ Sci & Technol, Dept Math, Hong Kong, Hong Kong, Peoples R China
Jing, Bing-Yi
Yuan, Junqing
论文数: 0引用数: 0
h-index: 0
机构:Hong Kong Univ Sci & Technol, Dept Math, Hong Kong, Hong Kong, Peoples R China
Yuan, Junqing
Zhou, Wang
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机构:
Natl Univ Singapore, Dept Stat & Appl Probabil, Singapore 117546, SingaporeHong Kong Univ Sci & Technol, Dept Math, Hong Kong, Hong Kong, Peoples R China
机构:
Beijing Univ Technol, Coll Appl Sci, Beijing 100022, Peoples R China
E China Normal Univ, Sch Finance & Stat, Shanghai 200241, Peoples R ChinaBeijing Univ Technol, Coll Appl Sci, Beijing 100022, Peoples R China
Li, Gao Rong
Tian, Ping
论文数: 0引用数: 0
h-index: 0
机构:
Xuchang Univ, Dept Math, Xuchang 461000, Peoples R ChinaBeijing Univ Technol, Coll Appl Sci, Beijing 100022, Peoples R China
Tian, Ping
Xue, Liu Gen
论文数: 0引用数: 0
h-index: 0
机构:
Beijing Univ Technol, Coll Appl Sci, Beijing 100022, Peoples R ChinaBeijing Univ Technol, Coll Appl Sci, Beijing 100022, Peoples R China
机构:
Tongji Univ, Dept Math, Shanghai 200092, Peoples R China
Anhui Polytech Univ, Sch Math & Phys, Wuhu, Peoples R ChinaTongji Univ, Dept Math, Shanghai 200092, Peoples R China
Fan, Guo-Liang
Liang, Han-Ying
论文数: 0引用数: 0
h-index: 0
机构:
Tongji Univ, Dept Math, Shanghai 200092, Peoples R ChinaTongji Univ, Dept Math, Shanghai 200092, Peoples R China
Liang, Han-Ying
Xu, Hong-Xia
论文数: 0引用数: 0
h-index: 0
机构:
Anhui Polytech Univ, Sch Math & Phys, Wuhu, Peoples R ChinaTongji Univ, Dept Math, Shanghai 200092, Peoples R China
机构:
Hong Kong Univ Sci & Technol, Dept Math, Hong Kong, Hong Kong, Peoples R ChinaHong Kong Univ Sci & Technol, Dept Math, Hong Kong, Hong Kong, Peoples R China
Jing, Bing-Yi
Yuan, Junqing
论文数: 0引用数: 0
h-index: 0
机构:Hong Kong Univ Sci & Technol, Dept Math, Hong Kong, Hong Kong, Peoples R China
Yuan, Junqing
Zhou, Wang
论文数: 0引用数: 0
h-index: 0
机构:
Natl Univ Singapore, Dept Stat & Appl Probabil, Singapore 117546, SingaporeHong Kong Univ Sci & Technol, Dept Math, Hong Kong, Hong Kong, Peoples R China
机构:
Beijing Univ Technol, Coll Appl Sci, Beijing 100022, Peoples R China
E China Normal Univ, Sch Finance & Stat, Shanghai 200241, Peoples R ChinaBeijing Univ Technol, Coll Appl Sci, Beijing 100022, Peoples R China
Li, Gao Rong
Tian, Ping
论文数: 0引用数: 0
h-index: 0
机构:
Xuchang Univ, Dept Math, Xuchang 461000, Peoples R ChinaBeijing Univ Technol, Coll Appl Sci, Beijing 100022, Peoples R China
Tian, Ping
Xue, Liu Gen
论文数: 0引用数: 0
h-index: 0
机构:
Beijing Univ Technol, Coll Appl Sci, Beijing 100022, Peoples R ChinaBeijing Univ Technol, Coll Appl Sci, Beijing 100022, Peoples R China