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| NA误差下部分线性模型的经验似然推断 | |
| 引用本文： | 于卓熙,王德辉,史宁中.NA误差下部分线性模型的经验似然推断[J].系统科学与数学,2009,29(4):490-501. |
| 作者姓名： | 于卓熙 王德辉 史宁中 |
| 作者单位： | 1. 吉林大学数学学院,长春,130012;长春税务学院应用数学系,长春,130117 2. 吉林大学数学学院,长春,130012 3. 东北师范大学,长春,130021 |
| 基金项目： | 国家自然科学基金，高等学校博士学科点专项科研基金，吉林大学"985工程"项目，长春税务学院科学研究项目 |
| 摘 要： | 对于部分线性模型yi=βxi+g(ti)+ei,1≤i≤n,这里(xi,ti)是固定设计点,g是未知函数,ei是负相协(NA)随机误差,给出了回归系数的经验似然比统计量,并讨论了似然比统计量的极限分布,可构造参数的经验似然置信区间. |
| 关 键 词： | 部分线性模型 负相协随机误差 经验对数似然 置信区间 |
| 收稿时间： | 2007-7-23 |
| 修稿时间： | 2008-10-27 |
Empirical Likehood in Partial Linear Model Under NA Samples |
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| YU Zhuoxi,WANG Dehui,SHI Ningzhong.Empirical Likehood in Partial Linear Model Under NA Samples[J].Journal of Systems Science and Mathematical Sciences,2009,29(4):490-501. | |
| Authors: | YU Zhuoxi WANG Dehui SHI Ningzhong |
| Institution: | (1)School of Mathematics, Jilin University, Changchun 130012; Department of Mathematics, Changchun Taxation College, Changchun 130117;(2)School of Mathematics, Jilin University, Changchun 130012;(3)Northeast Normal University, Changchun 130021. |
| Abstract: | This paper is concerned with the typical partial linear model $y_{i}=\beta x_{i}+g(t_{i})+e_{i}, 1\leq i \leq n, $ where $(x_{i},t_{i}) $ are fixed design points, $g$ is an unknown function, and $e_{i}$'s are negatively associated (NA) random errors. An empirical log-likelihood ratio for the regression coefficient is proposed, the results show that the statistic is asymptotically chi-squared distributed and that the confidence intervals can be constructed accordingly. |
| Keywords: | Partial linear model negatively associated random errors empirical log-likelihood confidence intervals |
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