NA误差下部分线性模型的经验似然推断

于卓熙;王德辉;史宁中

系统科学与数学 ›› 2009, Vol. 29 ›› Issue (4) : 490-501.

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系统科学与数学 ›› 2009, Vol. 29 ›› Issue (4) : 490-501. DOI: 10.12341/jssms08387
论文

NA误差下部分线性模型的经验似然推断

    于卓熙(1),王德辉(2),史宁中(3)
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Empirical Likehood in Partial Linear Model Under NA Samples

    YU Zhuoxi(1),WANG Dehui(2), SHI Ningzhong(3)
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摘要

对于部分线性模型 yi=βxi+g(ti)+ei,1≤i≤n, 这里(xi,ti) 是固定设计点, g 是未知函数, ei 是负相协 (NA) 随机误差,给出了回归系数的经验似然比统计量,并讨论了似然比统计量的极限分布,可构造参数的经验似然置信区间.

Abstract

This paper is concerned with the typical partial linear model yi=βxi+g(ti)+ei,1≤i≤n, where (xi,ti) are fixed design points, g is an unknown function, and ei's are negatively associated (NA) random errors. An empirical log-likelihood ratio for the regression coefficient is proposed, the results show that the statistic is asymptotically chi-squared distributed and that the confidence intervals can be constructed accordingly.

关键词

部分线性模型 / 负相协随机误差 / 经验对数似然 / 置信区间.

Key words

Partial linear model / negatively associated random errors / empirical log-likelihood / confidence intervals.

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于卓熙 , 王德辉 , 史宁中. NA误差下部分线性模型的经验似然推断. 系统科学与数学, 2009, 29(4): 490-501. https://doi.org/10.12341/jssms08387
YU Zhuoxi , WANG Dehui , SHI Ningzhong. Empirical Likehood in Partial Linear Model Under NA Samples. Journal of Systems Science and Mathematical Sciences, 2009, 29(4): 490-501 https://doi.org/10.12341/jssms08387
中图分类号： 62G10    62G20    62M10   
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