Empirical likelihood for high-dimensional partially functional linear model

被引:1
|
作者
Jiang, Zhiqiang [1 ]
Huang, Zhensheng [1 ]
Fan, Guoliang [2 ]
机构
[1] Nanjing Univ Sci & Technol, Sch Sci, Nanjing 210094, Jiangsu, Peoples R China
[2] Shanghai Maritime Univ, Sch Econ & Management, Shanghai 201306, Peoples R China
基金
中国国家自然科学基金;
关键词
Empirical likelihood; high-dimensional data; partially functional linear model; confidence region; DIVERGING NUMBER;
D O I
10.1142/S2010326320500173
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
This paper considers empirical likelihood inference for a high-dimensional partially functional linear model. An empirical log-likelihood ratio statistic is constructed for the regression coefficients of non-functional predictors and proved to be asymptotically normally distributed under some regularity conditions. Moreover, maximum empirical likelihood estimators of the regression coefficients of non-functional predictors are proposed and their asymptotic properties are obtained. Simulation studies are conducted to demonstrate the performance of the proposed procedure and a real data set is analyzed for illustration.
引用
收藏
页数:24
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