共查询到20条相似文献,搜索用时 31 毫秒
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In this paper,a semiparametric two-sample density ratio model is considered and the empirical likelihood method is applied to obtain the parameters estimation.A commonly occurring problem in computing is that the empirical likelihood function may be a concaveconvex function.Here a simple Lagrange saddle point algorithm is presented for computing the saddle point of the empirical likelihood function when the Lagrange multiplier has no explicit solution.So we can obtain the maximum empirical likelihood estimation (MELE) of parameters.Monte Carlo simulations are presented to illustrate the Lagrange saddle point algorithm. 相似文献
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本文利用了强平稳$m-$相依序列的特殊性质,讨论了$m-$相依序列密度函数的经验似然推断, 给出了似然比统计量的极限分布,可构造参数的经验似然置信区间. 并且通过模拟计算来说明有限样本下应用经验似然方法的合理性. 相似文献
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Empirical likelihood-based inference in a partially linear model for longitudinal data 总被引:1,自引:0,他引:1
A partially linear model with longitudinal data is considered, empirical likelihood to infer- ence for the regression coefficients and the baseline function is investigated, the empirical log-likelihood ratios is proven to be asymptotically chi-squared, and the corresponding confidence regions for the pa- rameters of interest are then constructed. Also by the empirical likelihood ratio functions, we can obtain the maximum empirical likelihood estimates of the regression coefficients and the baseline function, and prove the asymptotic normality. The numerical results are conducted to compare the performance of the empirical likelihood and the normal approximation-based method, and a real example is analysed. 相似文献
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Jing (1995) and Liu et al. (2008) studied the two-sample empirical likelihood and showed that it is Bartlett correctable for the univariate and multivariate cases, respectively. We expand its domain to the full parameter space, and obtain a two-sample extended empirical likelihood which is more accurate and can also achieve the second-order accuracy of the Bartlett correction. 相似文献
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Empirical likelihood inference for parametric and nonparametric parts in functional coefficient ARCH-M models is investigated in this paper. Firstly, the kernel smoothing technique is used to estimate coefficient function δ(x). In this way we obtain an estimated function with parameter β.Secondly, the empirical likelihood method is developed to estimate the parameter β. An estimated empirical log-likelohood ratio is proved to be asymptotically standard chi-squred, and the maximum empirical likelihood estimation(MELE) for β is shown to be asymptotically normal. Finally, based on the MELE of β, the empirical likelihood approach is again applied to reestimate the nonparametric part δ(x). The empirical log-likelohood ratio for δ(x) is proved to be also asymptotically standard chi-squred. Simulation study shows that the proposed method works better than the normal approximation method in terms of average areas of confidence regions for β, and the empirical likelihood confidence belt for δ(x) performs well. 相似文献
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Empirical Likelihood Inference Under Stratified Random Sampling in the Presence of Measurement Error 总被引:1,自引:0,他引:1
Chang-chun Wu Run-chu Zhang 《应用数学学报(英文版)》2005,21(3):429-440
Suppose that several different imperfect instruments and one perfect instrument are used independently to measure some characteristic of a population. In order to make full use of the sample information, in this paper the empirical likelihood method is put forward for making inferences on parameters of interest under stratified random sampling in the presence of measurement error, Our results show that it can lead to estimators which are asymptotically normal and utilize all the available sample information. We also obtain the asymptotic distribution of empirical likelihood testing statistics. In particular, we apply the method to obtain estimator and confidence interval of population mean. 相似文献
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Owen首次在完全样本下提出了经验似然的方法,WangQihua将该方法应用到带有截断情况的生存函数的函数估计问题.本文给出了更为一般的调整似然比统计量,证明了在适当的情况下该统计量仍渐近服从χ^2分布,同时模拟的结果也表明该统计量具有良好的性质。 相似文献
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This paper mainly introduces the method of empirical likelihood and its applications on two different models. We discuss the empirical likelihood inference on fixed-effect parameter in mixed-effects model with error-in-variables. We first consider a linear mixed-effects model with measurement errors in both fixed and random effects. We construct the empirical likelihood confidence regions for the fixed-effects parameters and the mean parameters of random-effects. The limiting distribution of the empirical log likelihood ratio at the true parameter is X2p+q, where p, q are dimension of fixed and random effects respectively. Then we discuss empirical likelihood inference in a semi-linear error-in-variable mixed-effects model. Under certain conditions, it is shown that the empirical log likelihood ratio at the true parameter also converges to X2p+q. Simulations illustrate that the proposed confidence region has a coverage probability more closer to the nominal level than normal approximation based confidence region. 相似文献
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Anjana Gupta Davinder Bhatia Aparna Mehra 《Numerical Functional Analysis & Optimization》2013,34(3-4):339-352
In this paper, we intend to characterize the strict local efficient solution of order m for a vector minimization problem in terms of the vector saddle point. A new notion of strict local saddle point of higher order of the vector-valued Lagrangian function is introduced. The relationship between strict local saddle point and strict local efficient solution is derived. Lagrange duality is formulated, and duality results are presented. 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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Vsevolod I. Ivanov 《Optimization Letters》2012,6(1):43-54
In this paper we define two notions: Kuhn–Tucker saddle point invex problem with inequality constraints and Mond–Weir weak
duality invex one. We prove that a problem is Kuhn–Tucker saddle point invex if and only if every point, which satisfies Kuhn–Tucker
optimality conditions forms together with the respective Lagrange multiplier a saddle point of the Lagrange function. We prove
that a problem is Mond–Weir weak duality invex if and only if weak duality holds between the problem and its Mond–Weir dual
one. Additionally, we obtain necessary and sufficient conditions, which ensure that strong duality holds between the problem
with inequality constraints and its Wolfe dual. Connections with previously defined invexity notions are discussed. 相似文献
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本文研究了具有随机右删失随机变量分位数的置信域的构造.利用经验似然和截尾值估算相结合的方法,给出了分位数的对数经验似然比统计量,在较少的条件下证明了该统计量的极限分布为自由度为1的x~2分布.使得完全数据下的分位数的经验似然推断方法应用到非完全数据中. 相似文献
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Based on the empirical likelihood method, the subset selection and hypothesis test for parameters in a partially linear autoregressive model are investigated. We show that the empirical log-likelihood ratio at the true parameters converges to the standard chi-square distribution. We then present the definitions of the empirical likelihood-based Bayes information criteria (EBIC) and Akaike information criteria (EAIC). The results show that EBIC is consistent at selecting subset variables while EAIC is not. Simulation studies demonstrate that the proposed empirical likelihood confidence regions have better coverage probabilities than the least square method, while EBIC has a higher chance to select the true model than EAIC. 相似文献
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In this paper, we obtain the joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing samples. As an application of this result, the empirical likelihood confidence intervals for the difference of any two quantiles are also obtained. 相似文献
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在φ混合的随机误差下,本文研究了固定设计及响应变量有缺失的非参数回归模型中回归函数的经验似然置信区间的构造.首先采用非参数回归填补法对缺失的数据进行填补,其次利用补足后得到的"完全样本"构造了非参数回归函数的经验似然比统计量,并证明了经验似然比统计量的极限分布为卡方分布,利用此结果可以构造非参数回归函数的经验似然置信区间. 相似文献
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