非线性半参数EV模型的最大经验似然估计

Maximum Empirical Likelihood Estimators in Nonlinear Semiparametric EV Regression Models

考虑非参数协变量带有测量误差(EV)的非线性半参数模型,在测量误差分布为普通光滑分布时,利用经验似然方法,给出了回归系数,光滑函数以及误差方差的最大经验似然估计.在一定条件下证明了所得估计量的渐近正态性和相合性.最后通过数值模拟研究了所提估计方法在有限样本下的实际表现.

In this paper,we consider the nonlinear semiparametric models with measurement error in the nonparametric part.When the error is ordinarily smooth,we obtain the maximum empirical likelihood estimators of regression coefficient,smooth function and error variance by using the empirical likelihood method.The asymptotic normality and consistency of the proposed estimators are proved under some appropriate conditions.Finite sample performance of the proposed method is illustrated in a simulation study.