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期刊论文

Empirical likelihood for nonparametric parts in semiparametric varying-coefficient partially linear modelsI☆

张日权Zhensheng Huanga* Riquan Zhangab

Statistics and Probability Letters 79 (2009) 1798-1808,-0001,():

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摘要/描述

Empirical-likelihood-based inference for the nonparametric parts in semiparametric varying-coefficient partially linear (SVCPL) models is investigated. An empirical loglikelihood approach to construct the confidence regions/intervals of the nonparametric parts is developed. An estimated empirical likelihood ratio is proved to be asymptotically standard 2-limit. A simulation study indicates that, compared with a normal approximation-based approach and the bootstrap method, the proposed method described herein works better in terms of coverage probabilities and average areas/widths of confidence regions/bands. An application to a real data set is illustrated.

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