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Empirical likelihood inference for estimating equation with missing data 被引量:2

Empirical likelihood inference for estimating equation with missing data
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摘要 In this article, empirical likelihood inference for estimating equation with missing data is considered. Based on the weighted-corrected estimating function, an empirical log-likelihood ratio is proved to be a standard chiqsquare distribution asymptotically under some suitable conditions. This result is different from those derived before. So it is convenient to construct confidence regions for the parameters of interest. We also prove that our proposed maximum empirical likelihood estimator θ is asymptotically normal and attains the semiparametric efficiency bound of missing data. Some simulations indicate that the proposed method performs the best. In this article, empirical likelihood inference for estimating equation with missing data is considered. Based on the weighted-corrected estimating function, an empirical log-likelihood ratio is proved to be a standard chi-square distribution asymptotically under some suitable conditions. This result is different from those derived before. So it is convenient to construct confidence regions for the parameters of interest. We also prove that our proposed maximum empirical likelihood estimator θ is asymptotically normal and attains the semiparametric efficiency bound of missing data. Some simulations indicate that the proposed method performs the best.
出处 《Science China Mathematics》 SCIE 2013年第6期1233-1245,共13页 中国科学:数学(英文版)
基金 supported by National Natural Science Foundation of China (Grant Nos.11171188, 11201499 and 10921101) Natural Science Foundation of Shandong Province (Grant Nos. ZR2010AZ001 and ZR2011AQ007) Shandong Provincial Scientific Research Reward Foundation for Excellent Young and MiddleAged Scientists (Grant No. BS2011SF006) K.C. Wong-HKBU Fellowship Program for Mainland Visiting Scholars 2010-11
关键词 empirical likelihood estimating equation kernel regression missing at random 估计函数 似然推理 方程 经验似然比 经验似然估计 置信区间 缺失数据 施工方
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同被引文献9

  • 1Owen A B. Empirical Likelihood [M]. New York: Chapman and Hall.2001.
  • 2Xue L G, Zhu L X. Empirical Likelihood in Nonparametric and Semi- parametric[M].Beijing:Scienee Press,2010.
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  • 8王秀丽,盖玉洁,林路.协变量缺失下线性模型中参数的经验似然推断[J].山东大学学报(理学版),2011,46(1):92-96. 被引量:5
  • 9李乃医,李永明,韦盛学.缺失数据下非线性分位数回归模型的光滑经验似然推断[J].统计与决策,2015,31(1):97-99. 被引量:10

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