|
|||||
|
|
| 变系数EV模型的局部纠偏经验似然 | |
| 引用本文： | 冯三营,牛惠芳,薛留根.变系数EV模型的局部纠偏经验似然[J].应用概率统计,2010,26(4):427-436. |
| 作者姓名： | 冯三营 牛惠芳 薛留根 |
| 作者单位： | 1. 洛阳师范学院数学科学学院,洛阳,471022;北京工业大学应用数理学院,北京,100124 2. 洛阳师范学院数学科学学院,洛阳,471022 3. 北京工业大学应用数理学院,北京,100124 |
| 基金项目： | 国家自然科学基金项目，北京市自然科学基金，河南省自然科学研究项目 |
| 摘 要： | 本文研究变系数EV模型,构造了未知系数函数的局部纠偏经验对数似然比统计量,在适当条件下,证明了所提出的统计量都具有渐近χ2分布,所得结果可以用来构造未知系数函数的逐点置信域.通过模拟研究比较了经验似然方法与正态逼近方法在逐点置信域构造方面的优劣. |
| 关 键 词： | 变系数EV模型 局部纠偏 经验似然 $\chi^{2}$分布 置信域. |
Local Bias-Corrected Empirical Likelihood in a Varying-Coefficient Errors-in-Variables Model |
|
| FENG SANYING,NIU HUIFANG,XUE LIUGEN.Local Bias-Corrected Empirical Likelihood in a Varying-Coefficient Errors-in-Variables Model[J].Chinese Journal of Applied Probability and Statisties,2010,26(4):427-436. | |
| Authors: | FENG SANYING NIU HUIFANG XUE LIUGEN |
| Institution: | Luoyang Normal University,Beijing University of Technology |
| Abstract: | In this paper, we consider the varying-coefficient errors-in-variables regression model. The local bias-corrected empirical log-likelihood ratio statistic for the unknown coefficient function is proposed. It is shown that the proposed statistic has the asymptotic chi-square distribution under some suitable conditions, and hence it can be used to construct the pointwise confidence regions of the coefficient functions. A simulation study is carried out to compare the performance of the empirical likelihood and the normal approximation method based on the pointwise confidence regions. |
| Keywords: | |
| 本文献已被 CNKI 万方数据 等数据库收录！ | |
| 点击此处可从《应用概率统计》浏览原始摘要信息 | |
| 点击此处可从《应用概率统计》下载免费的PDF全文 | |