共查询到19条相似文献,搜索用时 93 毫秒
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经验(欧氏)似然方法是近年来非常流行的一种非参数统计方法.针对经验(欧氏)似然的凸包限制和计算复杂问题,本文借助Emerson和Owen (2009)所提出的平衡增加思想对经验欧氏似然进行修正,得到了平衡增加的经验欧氏似然.随后论文从理论和模拟两个方面进行了研究.理论上给出了该方法与经验欧氏似然检验函数之间的联系,即在固定的样本量n下随着添加点位置的连续变化,检验方法可以从简单的均值增加经验欧氏似然变化到经验欧氏似然检验;模拟结果显示,适当选取调整因子,平衡增加的经验欧氏似然相对于(调整)经验欧氏似然而言,在大多数情况下,其分布更接近于对应的极限分布. 相似文献
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核实数据下非线性EV模型中经验似然降维推断 总被引:4,自引:2,他引:2
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. 相似文献
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考虑删失数据下单指标模型, 研究了模型中参数的经验似然推断, 证明了所提出的调整的经验对数似然比渐近于卡方分布, 由此构造相应兴趣参数的置信域. 进一步, 由于模型中参数向量的范数等于1,利用该约束条件来降低参数的维数, 从而增加置信域的精度.模拟研究比较了经验似然方法和正态逼近方法的有限样本性质,从置信域的面积和覆盖概率两方面进行了比较,模拟结果表明经验似然方法优于正态逼近方法. 相似文献
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本文讨论了广义Lorenz 曲线的经验似然统计推断. 在简单随机抽样、分层随机抽样和整群随机抽样下, 本文分别定义了广义Lorenz 坐标的pro le 经验似然比统计量, 得出这些经验似然比的极限分布为带系数的自由度为1 的χ2 分布. 对于整个Lorenz 曲线, 基于经验似然方法类似地得出相应的极限过程. 根据所得的经验似然理论, 本文给出了bootstrap 经验似然置信区间构造方法, 并通过数据模拟, 对新给出的广义Lorenz 坐标的bootstrap 经验似然置信区间与渐近正态置信区间以及bootstrap 置信区间等进行了对比研究. 对整个Lorenz 曲线, 基于经验似然方法对其置信域也进行了模拟研究. 最后我们将所推荐的置信区间应用到实例中. 相似文献
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本文考虑部分线性模型的有效经验似然统计推断问题.通过结合模态回归和正交投影技术,提出了一种模态经验似然统计推断过程.证明了提出的经验似然比函数渐近服从中心卡方分布,进而构造了模型参数的置信区间.所提出的估计方法可以对模型的参数分量和非参数分量分别估计,而互不影响,具有较好的稳健性和有效性. 相似文献
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《数学的实践与认识》2015,(10)
考虑协变量有测量误差且响应变量随机缺失的非线性模型.在条件分布形式已知的情况下,通过借补方法构造了参数的经验似然,提出了基于模拟的经验似然,证明了所构造的统计量都具有渐近x~2分布,所得结果可构造未知参数的置信域. 相似文献
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A unified empirical likelihood approach for three Cox-type marginal models dealing with multiple event times, recurrent event times and clustered event times is proposed. The resulting log-empirical likelihood ratio test statistics are shown to possess chi-squared limiting distributions. When making inferences, there is no need to solve estimating equations nor to estimate limiting covariance matrices. The optimal linear combination property for over-identified empirical likelihood is preserved by the proposed method and the property can be used to improve estimation efficiency. In addition, an adjusted empirical likelihood approach is applied to reduce the error rates of the proposed empirical likelihood ratio tests. The adjusted empirical likelihood tests could outperform the existing Wald tests for small to moderate sample sizes. The proposed approach is illustrated by extensive simulation studies and two real examples. 相似文献
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研究了缺失数据的均值推断问题.在随机缺失及半参数模型的假设下,设计了基于影响函数理论的经验似然推断方法,证明了所构造的对数经验似然比检验统计量具有非参数Wilks性质.此外,该经验似然方法可以利用辅助协变量中提供的附加信息来提高检验的功效.在近邻备择假设下,计算了检验统计量的功效,并且通过一些模拟考察了该方法在有限样本下的表现. 相似文献
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This paper studies the empirical likelihood inferences for a class of semiparametric instrumental variable models. We focus on the case that some covariates are endogenous variables, and some auxiliary instrumental variables are available. An instrumental variable based empirical likelihood method is proposed, and it is shown that the proposed empirical log-likelihood ratio is asymptotically chi-squared. Then, the confidence intervals for the regression coefficients are constructed. Some simulation studies are undertaken to assess the finite sample performance of the proposed empirical likelihood procedure. 相似文献
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Xuewen Lu 《Journal of multivariate analysis》2009,100(3):387-396
We make empirical-likelihood-based inference for the parameters in heteroscedastic partially linear models. Unlike the existing empirical likelihood procedures for heteroscedastic partially linear models, the proposed empirical likelihood is constructed using components of a semiparametric efficient score. We show that it retains the double robustness feature of the semiparametric efficient estimator for the parameters and shares the desirable properties of the empirical likelihood for linear models. Compared with the normal approximation method and the existing empirical likelihood methods, the empirical likelihood method based on the semiparametric efficient score is more attractive not only theoretically but empirically. Simulation studies demonstrate that the proposed empirical likelihood provides smaller confidence regions than that based on semiparametric inefficient estimating equations subject to the same coverage probabilities. Hence, the proposed empirical likelihood is preferred to the normal approximation method as well as the empirical likelihood method based on semiparametric inefficient estimating equations, and it should be useful in practice. 相似文献
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Gengsheng Qin Baoying Yang Nelly E. Belinga-Hall 《Annals of the Institute of Statistical Mathematics》2013,65(1):1-21
In this paper, we discuss empirical likelihood-based inferences for the Lorenz curve. The profile empirical likelihood ratio statistics for the Lorenz ordinate are defined under the simple random sampling and the stratified random sampling designs. It is shown that the limiting distributions of the profile empirical likelihood ratio statistics are scaled Chi-square distributions with one degree of freedom. We also derive the limiting processes of the associated empirical likelihood-based Lorenz processes. Hybrid bootstrap and empirical likelihood intervals for the Lorenz ordinate are proposed based on the newly developed empirical likelihood theory. Extensive simulation studies are conducted to compare the relative performances of various confidence intervals for Lorenz ordinates in terms of coverage probability and average interval length. The finite sample performances of the empirical likelihood-based confidence bands are also illustrated in simulation studies. Finally, a real example is used to illustrate the application of the recommended intervals. 相似文献
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In this paper, we consider the standard two-sample framework with right censoring. We construct useful confidence intervals for the ratio or difference of two hazard functions using smoothed empirical likelihood (EL) methods. The empirical log-likelihood ratio is derived and its asymptotic distribution is a standard chi-squared distribution. Bootstrap confidence bands are also proposed. Simulation studies show that the proposed EL confidence intervals have outperformed normal approximation methods in terms of coverage probability. It is concluded that the empirical likelihood methods provide better inference results. 相似文献
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This article proposes the efficient empirical-likelihood-based inferences for the single component of the parameter and the link function in the single-index model. Unlike the existing empirical likelihood procedures for the single-index model, the proposed profile empirical likelihood for the parameter is constructed by using some components of the maximum empirical likelihood estimator (MELE) based on a semiparametric efficient score. The empirical-likelihood-based inference for the link function is also considered. The resulting statistics are proved to follow a standard chi-squared limiting distribution. Simulation studies are undertaken to assess the finite sample performance of the proposed confidence intervals. An application to real data set is illustrated. 相似文献
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This paper presents an empirical likelihood estimation procedure for parameters of the discretely sampled process of Ornstein-Uhlenbeck type. The proposed procedure is based on the condi- tional characteristic function, and the maximum empirical likelihood estimator is proved to be consistent and asymptotically normal. Moreover, this estimator is shown to be asymptotically efficient under some mild conditions. When the background driving Lévy process is of type A or B, we show that the intensity parameter c... 相似文献
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CHEN Li & SHI Jian School of Mathematics Statistics Yunnan University Kunming China Academy of Mathematics Systems Science Chinese Academy of Sciences Beijing 《中国科学 数学(英文版)》2011,(9)
Hypothesis test on the population mean with various inequality constraints is studied in this paper.The empirical likelihood method is applied to construct test statistics.Limiting distributions of the empirical likelihood ratio test statistics are proven to be a weighted mixture of chi-square distributions.Numerical results are presented to show the validity of the proposed method. 相似文献