| m-目依误差下部分线性模型的经验似然统计推断 |
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| 引用本文： | 于卓熙,王德辉.m-目依误差下部分线性模型的经验似然统计推断[J].应用概率统计,2011,27(5). |
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| 作者姓名： | 于卓熙 王德辉 |
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| 作者单位： | 1. 吉林财经大学管理科学与信息工程学院,长春,130117
2. 吉林大学数学学院,长春,130012 |
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| 基金项目： | National Natural Science Foundation of China，Program for New Century Excellent Talents in University，Scientific Research Fund of Jilin University，Natural Science Foundation of Jilin Provincial Science & Technology Department，985 project of Jilin University and the Doctor Foundation at Jilin University of Finace and Economics |
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| 摘 要： | 本文中,我们针对误差为m-相依序列的固定设计的部分线性模型,运用经验似然方法和分组经验似然方法,构造了回归参数的对数经验似然比检验统计量,并且证明了分组经验似然比检验统计量在参数取真值时是渐近地服从卡方分布的.模拟计算表明分组经验似然方法的有效性.
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| 关 键 词： | 部分线性模型 m-相依误差 分组经验似然 |
Empirical Likelihood in Partial Linear Model under m-Dependent Errors |
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| YU ZHUOXI,WANG DEHUI.Empirical Likelihood in Partial Linear Model under m-Dependent Errors[J].Chinese Journal of Applied Probability and Statisties,2011,27(5). |
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| Authors: | YU ZHUOXI WANG DEHUI |
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| Institution: | YU ZHOUXI (1 School of Management Science and Information Engineering,Jilin University of Finance and Economics,Changchun,130111) WANG DEHUI~* (2 Department of Statistics,College of Mathematics,Jilin University,130012) |
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| Abstract: | In this paper,the empirical likelihood method is extended to partial linear models with fixed designs under m-dependent errors.We show that not the usual empirical likelihood but the block-wise empirical likelihood works in this situation,and the blockwise empirical log-likelihood ratio is asymptotically chi-squared distributed.A simulation study is reported to show its efficiency. |
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| Keywords: | Partial linear model m-dependent errors blockwise empirical likelihood |
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