| 部分线性模型序列相关的经验似然诊断 |
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| 引用本文： | 吴建国,刘锋.部分线性模型序列相关的经验似然诊断[J].应用数学学报,2007,30(3):555-562. |
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| 作者姓名： | 吴建国 刘锋 |
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| 作者单位： | 1. 湖南财政经济学院(筹)基础部,长沙,410205;湖南师范大学数学与计算机科学学院,长沙,410081
2. 重庆工学院数理学院,重庆,400050 |
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| 基金项目： | 湖南省科技厅软科学基金 |
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| 摘 要： | 本文研究了部分线性回归模型中误差的序列相关性的检验问题,得到了一种全新的经验似然诊断方法,导出了经验似然的非参数的Will's定理,数值模拟表明检验方法有很好的检验功效．
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| 关 键 词： | 部分线性模型 经验似然 讨厌参数 检验序列相关 Wilk's定理 |
| 修稿时间： | 2005-05-102007-03-30 |
Empirical Likelihood Diagnosis for Serial Correlation in Partial Linear Model |
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| WU JIANGUO,LIU FENG.Empirical Likelihood Diagnosis for Serial Correlation in Partial Linear Model[J].Acta Mathematicae Applicatae Sinica,2007,30(3):555-562. |
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| Authors: | WU JIANGUO LIU FENG |
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| Institution: | Department of Mathematics, Hunan College of Finance and Economics, Changsha 410205;College of Mathematics and Computer Science,Hunan Normal University, Changsha 410081;School of Mathematics and Phisics, Chongqing Institute of Technology, Chongqing 400050 |
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| Abstract: | In the paper,we investigate the serial correlation test in partial linear model. We obtained a new empirical likelihood ratio test and derived the nonparametric version of Wilk's theorem.Simulation results show that our test has good power. |
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| Keywords: | partial linear model empirical likelihood nuisance parameter testing serial correlation Wilk's theorem |
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