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缺失数据下部分函数线性模型的经验似然推断

Empirical Likelihood Inference for Partial Functional Linear Model with Missing Data
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摘要 考虑了部分函数线性模型在协变量随机缺失情形下的经验似然推断问题.先构造出一个经验对数似然比统计量,之后证明了该统计量服从标准χ~2分布,进而构造出相关参数的经验似然置信域. The paper considers the empirical likelihood (EL) estimation for partial functional linear mod-els with covariates missing at random.Firstly the empirical log-likelihood ratio statistic for the unknown parametric is constructed.Then it was proved that the proposed statistic has the asymptotic chi-square distribution.Thus the results can be used to construct the confidence regions of the paramenters.
作者 吴成鑫 WU Cheng-xin(College of Mathematics and PhysicsAnhui Polytechnic University, Wuhu 241000, China)
出处 《安徽工程大学学报》 CAS 2017年第5期80-84,共5页 Journal of Anhui Polytechnic University
关键词 部分函数线性模型 缺失数据 经验似然 置信域. partial functional linear models missing data empirical likelihood confidence regions.
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