Empirical likelihood for partial linear models with fixed designs

被引：95
|
作者：
Wang, QH
Jing, BY
机构：
[1] Peking Univ, Dept Probabil & Stat, Beijing 100871, Peoples R China
[2] Hong Kong Univ Sci & Technol, Dept Math, Kowloon, Peoples R China
来源：
STATISTICS & PROBABILITY LETTERS | 1999年 / 41卷 / 04期
关键词：
Wilks' theorem; nonparametric regression; coverage probability;
D O I：
10.1016/S0167-7152(98)00230-2
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：
The empirical likelihood method of Owen [Owen, A., 1988. Empirical likelihood ratio confidence intervals for single functional. Biometrika 75, 237-249], is extended to partial linear models with fixed designs in this paper. A nonparametric version of Wilks' theorem is derived. The result is then used to construct confidence regions of the parameter vector in the partial linear models with asymptotically correct coverage probabilities. (C) 1999 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：425 / 433
页数：9
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