Empirical Likelihood for Generalized Partially Linear Single-index Models

被引：2

作者：

Yu, Zhuoxi ^{[1
]}

He, Bing ^{[2
]}

Chen, Min ^{[3
]}

机构：

[1] Jilin Univ Finance & Econ, Sch Management Sci & Informat Engn, Changchun, Peoples R China

[2] Jilin Univ, Sch Math, Changchun 130012, Peoples R China

[3] Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2014年 / 43卷 / 19期

关键词：

Generalized Partial linear single-index model; Empirical likelihood; chi(2) distribution; Confidence region; CONFIDENCE-REGIONS; REGRESSION;

D O I：

10.1080/03610926.2012.719989

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Empirical-likelihood based inference for the parameters in a generalized partially linear single-index models (GPLSIM) is investigated. Based on the local linear estimators of the nonparametric parts of the GPLSIM, an estimated empirical likelihood-based statistic of the parametric components is proposed. We show that the resulting statistic is asymptotically standard chi-squared distributed, the confidence regions for the parametric components are constructed. Some simulations are conducted to illustrate the proposed method.

引用

页码：4156 / 4163

页数：8

共 18 条

[1] Generalized partially linear single-index models [J].

Carroll, RJ ;

Fan, JQ ;

Gijbels, I ;

Wand, MP .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1997, 92 (438) :477-489

[2] CONVERGENCE-RATES FOR PARAMETRIC COMPONENTS IN A PARTLY LINEAR-MODEL [J].

CHEN, H .

ANNALS OF STATISTICS, 1988, 16 (01) :136-146

[3]

CUZICK J, 1992, J ROY STAT SOC B MET, V54, P831

[4]

Hadle W., 1993, ANN STAT, V21, P157

[5]

HECKMAN NE, 1986, J ROY STAT SOC B MET, V48, P244

[6] SEMIPARAMETRIC REGRESSION IN LIKELIHOOD-BASED MODELS [J].

HUNSBERGER, S .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1994, 89 (428) :1354-1365

[7] Empirical Likelihood-Based Inferences for Generalized Partially Linear Models [J].

Liang, Hua ;

Qin, Yongsong ;

Zhang, Xinyu ;

Ruppert, David .

SCANDINAVIAN JOURNAL OF STATISTICS, 2009, 36 (03) :433-443

[8] EMPIRICAL LIKELIHOOD RATIO CONFIDENCE-REGIONS [J].

OWEN, A .

ANNALS OF STATISTICS, 1990, 18 (01) :90-120

[9] EMPIRICAL LIKELIHOOD FOR LINEAR-MODELS [J].

OWEN, A .

ANNALS OF STATISTICS, 1991, 19 (04) :1725-1747

[10]

Owen A. B., 2001, Empirical Likelihood

← 1 2 →