Empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models

被引:64
作者
Hu, Xuemei [1 ]
Wang, Zhizhong [2 ]
Zhao, Zhiwei [2 ]
机构
[1] ChongQing Technol & Business, Sch Math & Stat, Chongqing 400067, Peoples R China
[2] Cent S Univ, Sch Math & Comp Technol, Changsha 410075, Hunan, Peoples R China
基金
中国国家自然科学基金;
关键词
CONFIDENCE-INTERVALS; PARAMETER;
D O I
10.1016/j.spl.2008.12.011
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
070103 [概率论与数理统计]; 140311 [社会设计与社会创新];
摘要
In this paper. we apply the empirical likelihood method to semiparametric varying-coefficient partially linear errors-in-variables models. Under the two different identifying conditions, the two different empirical log-likelihood ratios for the parametric components were proposed and their asymptotic distributions were derived. By this, the two different empirical likelihood confidence regions for the parameter components with asymptotically correct coverage probabilities can be constructed. Simulations show that the proposed empirical likelihood confidence regions have satisfactory coverage. (C) 2009 Elsevier B.V. All rights reserved.
引用
收藏
页码:1044 / 1052
页数:9
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