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Empirical Likelihood in Generalized Linear Models with Working Covariance Matrix

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摘要 Empirical likelihood in generalized linear models with multivariate responses and working covariance matrix is discussed.Under the weakest assumption on eigenvalues of Fisher’s information matrix and some other regular conditions,we prove that the non-parametric Wilk’s property still holds,that is,the empirical log-likelihood ratio at the true parameter values converges to the standard chi-square distribution.Numerical simulations are given to verify our theoretical result.
出处 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2022年第1期87-97,共11页 应用数学学报(英文版)
基金 supported by the National Social Science Fund(Grant No.18BTJ040)。
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