Empirical Likelihood Inference of the Partial Linear Isotonic Errors-in-variables Regression Models with Missing Data

被引:0
|
作者
Sun, Zhimeng [1 ]
机构
[1] Cent Univ Finance & Econ, Sch Math & Stat, Beijing 100081, Peoples R China
基金
中国国家自然科学基金;
关键词
Empirical likelihood; Isotonic regression; Measurement errors; Missing; Semiparametric; 62G05; 62G20; SELECTION;
D O I
10.1080/03610918.2013.870197
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
This article is concerned with statistical inference of the partial linear isotonic regression model missing response and measurement errors in covariates. We proposed an empirical likelihood ratio test statistics and show that it has a limiting weighted chi-square distribution. An adjusted empirical likelihood ratio statistic, which is shown to have a limiting standard central chi-square distribution, is then proposed further. A maximum empirical likelihood estimator is also developed. A simulation study is conducted to examine the finite-sample property of proposed procedure.
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页码:671 / 688
页数:18
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