Empirical likelihood for nonparametric regression models with spatial autoregressive errors

被引：1

作者：

Li, Yinghua ^{[1
,2
]}

Qin, Yongsong ^{[2
]}

Li, Yuan ^{[1
]}

机构：

[1] Guangzhou Univ, Sch Econ & Stat, Guangzhou 510006, Guangdong, Peoples R China

[2] Guangxi Normal Univ, Sch Math & Stat, Guilin 541004, Guangxi, Peoples R China

来源：

JOURNAL OF THE KOREAN STATISTICAL SOCIETY | 2021年 / 50卷 / 02期

基金：

中国国家自然科学基金;

关键词：

Nonparametric regression; Spatial autoregressive error; Empirical likelihood; Confidence region; DENSITY-ESTIMATION;

D O I：

10.1007/s42952-020-00088-z

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we propose to use the empirical likelihood (EL) method to construct confidence regions for nonparametric regression models with spatial autoregressive errors. It is shown that the EL statistics for the related parameters asymptotically have chi-squared distributions, which are used to construct confidence regions for the parameters. Results from simulation study and real data analysis are also presented.

引用

页码：447 / 478

页数：32

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