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期刊论文

Empirical likelihood condence regions of the parameters in a partially linear single-index model

薛留根XUE Liugen ZHU Lixing

Science in China Ser. A Mathematics 2005, Vol. 48, No. 10, 1333-1348,-0001,():

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摘要/描述

In this paper; a partially linear single-index model is investigated; and three empirical log-likelihood ratio statistics for the unknown parameters in the model are suggested. It is proved that the proposed statistics are asymptotically standard chi-square under some suitable conditions; and hence can be used to construct the condence regions of the parameters. Our methods can also deal with the condence region construction for the index in the pure single-index model. A simulation study indicates that; in terms of cov- erage probabilities and average areas of the condence regions; the proposed methods perform better than the least-squares method.

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