Empirical Likelihood for Single-Index Regression Models under Negatively Associated Errors

被引：2

作者：

Lin, Zheng-Yan ^{[1
]}

Wang, Ran ^{[1
]}

机构：

[1] Zhejiang Univ, Dept Stat, Hangzhou 310027, Zhejiang, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2015年 / 44卷 / 09期

基金：

中国国家自然科学基金;

关键词：

Blockwise; Empirical likelihood; NA errors; Negatively associated; Single-index model; RANDOM-VARIABLES; CONFIDENCE-REGIONS;

D O I：

10.1080/03610926.2012.758746

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 article, we use bockwise empirical likelihood technique to construct confidence regions for the parameter of the single-index models under negatively associated errors. It is shown that the blockwise empirical likelihood ratio statistic for the parameter of interest is asymptotically chi(2)-type distributed. The result can be used to obtain confidence regions for the parameter of interest.

引用

页码：1854 / 1868

页数：15

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