应用数学2011，Vol.24Issue(3)：593-601,9.
部分线性单指标EV模型中参数的经验似然置信域
Empirical Likelihood Confidence Regions of the Parameters in a Partially Linear Single-index EV Model
摘要
Abstract
In this paper, a partially linear single-index EV model is investigated, and the empirical log-likelihood ratio statistic for the unknown parameters is suggested with the bias correction techniques. It is proved that the proposed statistic is asymptotically standard χ2 distribution under some suitable conditions, and hence it can be used to construct the confidence regions of the parameters. A simulation study is conducted to illustrate the proposed method in terms of coverage probabilities and average areas of the confidence regions.关键词
部分线性单指标EV模型/经验似然/x2分布/置信域Key words
Partially linear single-index EV model/ Empirical likelihood/ χ2 distribution/ Confidence region分类
数理科学引用本文复制引用
裴丽芳,王永刚..部分线性单指标EV模型中参数的经验似然置信域[J].应用数学,2011,24(3):593-601,9.基金项目
国家自然科学基金(11001118),河南省自然科学研究项目(2009B110013) （11001118）
