Empirical Likelihood Inference for Nonparametric Part in Partially Linear EV Model

摘要：

In this paper, the empirical likelihood inference for nonparametric part in partially linear EV model is considered. Empirical log-likelihood ratio statistic for nonparametric part is suggested. It is proved that the proposed statistic is asymptotically standard chi-squared under some suitable conditions, and hence it can be used to construct the point confidence region for nonparametric part.

关键词： partially linear model errors-in-variables empirical likelihood confidence region

作者: WANG Xiuli

作者单位: School of Mathematical Science, Shandong Normal University, Jinan, Shandong, P.R.China, 250014

会议类型: 国际会议

会议名称: The 3rd International Institute of Statistics & Management Engineering Symposium(2010 国际统计与管理工程研讨会 IISMES)

会议地点: 威海

会议语种:英文

页码: 565-569

在线出版日期: 2010-07-24（万方平台首次上网日期，不代表论文的发表时间）