线性过程误差下部分线性回归模型的经验似然推断

Empirical likelihood-based inference in partially linear model with linear process errors

考虑线性过程误差下的半参数回归模型,研究了回归参数的经验似然推断,证明了所提出的经验对数似然比渐近于卡方分布,由此可以构造回归参数的置信区间.

This paper studies the application of the empirical likelihood method to a partially linear model with linear process errorrs.It shows that the empirical log-likelihood ratio at the true parameter converges to the standard chi-square distribution.The confidence intervals of the regression parameter are constructed.