强混合样本下部分线性模型的经验似然推断（英文）被引量：2

Empirical Likelihood for Partially Linear Models Under Strong Mixing Samples

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摘要本文研究强混合样本下部分线性模型的经验似然推断,将分块技术应用到经验似然方法中,证明部分线性模型的参数β的对数经验似然比统计量的渐近分布为卡方分布,由此构造强混合样本下β的经验似然置信区间.在有限样本情况下给出数值模拟结果. In this paper, we study the blockwise empirical likelihood（EL） method to construct the confidence regions for the regression vector β in a partially linear model under strong mixing samples. It is shown that the blockwise EL ratio statistic for β is asymptotically χ-2 distributed, which are used to construct the EL-based confidence region for β under strong mixing samples. Results of a simulation study on the finite sample performance of the confidence region are reported.

作者黄玉秦永松 HUANG Yu;QIN Yongsong(i.Nanning University,Nanning 530200,Chin;Guangxi Normal University,Guilin 5~100~,China)

机构地区南宁学院公共教学部广西师范大学数学与统计学院

出处《应用数学》 CSCD 北大核心 2018年第4期873-883,共11页 Mathematica Applicata

基金 Supported by the National Natural Science Foundation of Guangxi(2016GXNS FAA3800163) the Basic Ability Promotion Project for Young and Middle-age Teachers of Guangxi(KY2016YB862) the Professor Nurturing Engineering Project of Nanning University(2016JSGC09)

关键词强混合部分线性模型分块经验似然置信区间 strong mixing partially linear model blockwise empirical likelihood confidence region

分类号 O212.7 [理学—概率论与数理统计]

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参考文献1

1LEI Qingzhu,QIN Yongsong.Empirical Likelihood for Partially Linear Models Under Negatively Associated Errors[J].Journal of Systems Science & Complexity,2016,29(4):1145-1159. 被引量：3

二级参考文献31

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