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Empirical likelihood for spatial cross-sectional data models with matrix exponential spatial specification
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作者 LIU Yan RONG Jian-rong qin yong-song 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2024年第1期125-139,共15页
In this paper,we study spatial cross-sectional data models in the form of matrix exponential spatial specification(MESS),where MESS appears in both dependent and error terms.The empirical likelihood(EL)ratio statistic... In this paper,we study spatial cross-sectional data models in the form of matrix exponential spatial specification(MESS),where MESS appears in both dependent and error terms.The empirical likelihood(EL)ratio statistics are established for the parameters of the MESS model.It is shown that the limiting distributions of EL ratio statistics follow chi-square distributions,which are used to construct the confidence regions of model parameters.Simulation experiments are conducted to compare the performances of confidence regions based on EL method and normal approximation method. 展开更多
关键词 MESS empirical likelihood con dence region
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平稳自回归模型的调整经验似然置信域
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作者 侯梦哲 秦永松 张正家 《四川大学学报(自然科学版)》 CAS CSCD 北大核心 2024年第2期29-35,共7页
自回归模型在经济学及信息学等领域有广泛应用.其统计推断是统计学研究的重要问题之一.本文主要研究自回归模型的调整经验似然方法.在Chuang和Chan利用自回归模型的条件最小二乘估计、通过得分函数构造的经验似然比统计量基础上,本文针... 自回归模型在经济学及信息学等领域有广泛应用.其统计推断是统计学研究的重要问题之一.本文主要研究自回归模型的调整经验似然方法.在Chuang和Chan利用自回归模型的条件最小二乘估计、通过得分函数构造的经验似然比统计量基础上,本文针对经验似然方法可能不存在解的情形构造了调整经验似然统计量,并证明调整后的经验似然比统计量的极限分布服从卡方分布.由此我们可以构造模型参数的调整经验似然置信域(区间).最后,本文通过数值模拟比较了调整经验似然方法和经验似然方法的性能.结果显示,调整经验似然方法所得的区间估计具有更好的覆盖率. 展开更多
关键词 调整经验似然 平稳自回归模型 置信区间
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Joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing samples
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作者 LEI qing-zhu qin yong-song 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2015年第1期44-54,共11页
In this paper, we obtain the joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing samples. As an application of this result, the empirical likelihood confidence intervals ... In this paper, we obtain the joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing samples. As an application of this result, the empirical likelihood confidence intervals for the difference of any two quantiles are also obtained. 展开更多
关键词 strong mixing sample QUANTILE confidence region blockwise empirical likelihood.
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Semi-empiricial Likelihood Confidence Intervals for the Differences of Two Populations Based on Fractional Imputation
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作者 BAI YUN-XIA qin yong-song +1 位作者 WANG LI-RONG LI LING 《Communications in Mathematical Research》 CSCD 2009年第2期123-136,共14页
Suppose that there are two populations x and y with missing data on both of them, where x has a distribution function F(·) which is unknown and y has a distribution function Gθ(·) with a probability den... Suppose that there are two populations x and y with missing data on both of them, where x has a distribution function F(·) which is unknown and y has a distribution function Gθ(·) with a probability density function gθ(·) with known form depending on some unknown parameter θ. Fractional imputation is used to fill in missing data. The asymptotic distributions of the semi-empirical likelihood ration statistic are obtained under some mild conditions. Then, empirical likelihood confidence intervals on the differences of x and y are constructed. 展开更多
关键词 empirical likelihood confidence intervals fractional imputation missingdata
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