Empirical likelihood inference for partial linear models under martingale difference sequence

被引：37
|
作者：
Chen, Xia [1 ]
Cui, Hengjian [1 ]
机构：
[1] Beijing Normal Univ, Dept Stat & Financial Math, Beijing 100875, Peoples R China
来源：
STATISTICS & PROBABILITY LETTERS | 2008年 / 78卷 / 17期
关键词：
D O I：
10.1016/j.spl.2008.04.012
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：
We consider the application of the empirical likelihood method to a partially linear model with martingale difference error. It is shown that the empirical log-likelihood ratio at the true parameter converges to the standard chi-square distribution. Some simulations are conducted to illustrate the proposed method. (C) 2008 Published by Elsevier B.V.
引用
收藏
页码：2895 / 2901
页数：7
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