Empirical likelihood confidence regions of the parameters in a partially linear single-index model |
| |
Authors: | Email author" target="_blank">Xue?Liugen?Email author Zhu?Lixing |
| |
Institution: | 1. College of Applied Sciences, Beijing University of Technology, Beijing 100022, China 2. Department of Mathematics, Hong Kong Baptist University, Hong Kong, China |
| |
Abstract: | In this paper,a partially linear single-index model is investigated,and three empirical log-likelihood ratio statistics for the unknown parameters in the model are sug- gested.It is proved that the proposed statistics are asymptotically standard chi-square un- der some suitable conditions,and hence can be used to construct the confidence regions of the parameters.Our methods can also deal with the confidence region construction for the index in the pure single-index model.A simulation study indicates that,in terms of cov- erage probabilities and average areas of the confidence regions,the proposed methods perform better than the least-squares method. |
| |
Keywords: | partially linear single-index model empirical likelihood confidence region chi-square distribution coverage probability |
本文献已被 CNKI 万方数据 SpringerLink 等数据库收录! |
|