Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models

被引：2

作者：

Yan, Li ^{[1
]}

He, Junwei ^{[1
]}

Chen, Xia ^{[1
]}

机构：

[1] Shaanxi Normal Univ, Sch Math & Stat, Xian, Peoples R China

来源：

JOURNAL OF NONPARAMETRIC STATISTICS | 2021年 / 33卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Semiparametric varying-coefficient partially linear model; measurement error; variable selection; penalised empirical likelihood;

D O I：

10.1080/10485252.2021.1919305

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 paper, we study the variable selection and parameter estimation for the semiparametric varying-coefficient partially linear models when the covariates are measured with errors. The proposed penalised empirical likelihood estimators are shown to possess the oracle property. Also, we conclude that the asymptotic distribution of penalised empirical likelihood ratio test statistic is a chi-square distribution under the null hypothesis. Some simulations and an application are given to illustrate the performance of the proposed method.

引用

页码：82 / 100

页数：19

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