半参数变系数部分线性EV模型的惩罚经验似然

Penalized empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models

研究了半参数变系数部分线性测量误差模型的惩罚经验似然问题.首先基于无偏辅助函数,构造了惩罚经验对数似然函数,证明了所得惩罚经验似然估计具有Oracle性质.其次,考虑了关于参数的假设检验问题,给出了检验统计量及其渐近分布.最后通过实验模拟和实例分析验证了所提方法的有限样本性质.

Penalized empirical likelihood for parameter estimation and variable selection in semiparametric varying-coefficient partially linear errors-in-variables models is investigated.It is shown that the penalized empirical likelihood estimators have the oracle property.Also,we conclude that the asymptotic distribution of penalized empirical likelihood ratio test statistic is a chi-square distribution under the null hypothesis.The performance of the proposed method is evaluated by some simulations and a real data example.