| 核实数据下非线性EV模型中经验似然降维推断 |
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| 引用本文： | 方连娣,胡凤霞.核实数据下非线性EV模型中经验似然降维推断[J].数学杂志,2012,32(1):113-120. |
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| 作者姓名： | 方连娣 胡凤霞 |
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| 作者单位： | 1. 铜陵学院文学与艺术传媒系,安徽铜陵,244000
2. 华东师范大学金融与统计学院,上海,200241 |
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| 基金项目： | 铜陵学院自然科学研究项目资助 |
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| 摘 要： | 本文研究了响应变量有误差的非线性模型.应用半参数降维技术构造未知参数的被估计经验似然及调整的经验似然,证明了所提出的被估计的经验对数似然与其调整的经验对数似然分别渐近于独立卡方变量加权和的分布与标准卡方分布,所得结果可用来构造未知参数的置信域.
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| 关 键 词： | 经验似然 核实数据 非线性模型 标准卡方分布 |
EMPIRICAL LIKELIHOOD DIMENSION REDUCTION INFERENCE IN NONLINEAR EV MODELS WITH VALIDATION DATA |
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| FANG Lian-di
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HU Feng-xia.EMPIRICAL LIKELIHOOD DIMENSION REDUCTION INFERENCE IN NONLINEAR EV MODELS WITH VALIDATION DATA[J].Journal of Mathematics,2012,32(1):113-120. |
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| Authors: | FANG Lian-di HU Feng-xia |
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| Institution: | 1.Literature,Art and Media Department,Tongling University,Tongling 244000,China)(2.School of Finance and Statistics,East China Normal University,Shanghai 200241,China) |
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| Abstract: | In the article,we consider the nonlinear error-in-response models with the help of validation data.Using semiparametric dimension reduction to construct the estimated empirical likelihood and adjusted empirical likelihood of the unkown parameter,it is shown that the estimated empirical log-likelihood has the asymptotics weighted sum of chi-square variables distribution and adjusted empirical log-likelihood has the asymptotic standard chi-square distribution.The result can be used to construct the confidence regions of the unknown parameter. |
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| Keywords: | empirical likelihood validation data nonlinear model standard chi-square distribution |
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