| 高维线性模型中的经验似然 |
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| 引用本文： | 石坚.高维线性模型中的经验似然[J].系统科学与数学,2007,27(1):124-133. |
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| 作者姓名： | 石坚 |
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| 作者单位： | 中国科学院数学与系统科学研究院,北京,100080 |
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| 摘 要： | 研究高维线性模型中的经验似然推断．当协变量的维数随样本量增加时,常规的经验似然推断失效．在适当的正则条件下,对修正的经验似然比统计量给出了渐近分布理论．
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| 关 键 词： | 线性模型 经验似然 高维协变量 |
| 收稿时间： | 2006-10-20 |
| 修稿时间： | 2006年10月20 |
EMPIRICAL LIKELIHOOD FOR HIGHER DIMENSIONAL LINEAR MODELS |
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| Shi Jian.EMPIRICAL LIKELIHOOD FOR HIGHER DIMENSIONAL LINEAR MODELS[J].Journal of Systems Science and Mathematical Sciences,2007,27(1):124-133. |
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| Authors: | Shi Jian |
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| Institution: | Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100080 |
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| Abstract: | Empirical likelihood for higher dimensional linear model is studied in this paper. When the dimension number of covariates increases with the sample size, conventional empirical likelihood inference becomes invalid. To this end, some mild regularity conditions are imposed and an asymptotic distribution theory is established for modified statistic. |
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| Keywords: | Linear models empirical likelihood higher dimensional convariates |
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