-相依误差下部分线性模型的经验似然统计推断

Empirical Likelihood in Partial Linear Model under -Dependent Errors

  • 摘要: 本文中, 我们针对误差为-相依序列的固定设计的部分线性模型, 运用经验似然方法和分组经验似然方法, 构造了回归参数的对数经验似然比检验统计量, 并且证明了分组经验似然比检验统计量在参数取真值时是渐近地服从卡方分布的. 模拟计算表明分组经验似然方法的有效性.

     

    Abstract: In this paper, the empirical likelihood method is extended to partial linear models with fixed designs under -dependent errors. We show that not the usual empirical likelihood but the blockwise empirical likelihood works in this situation, and the blockwise empirical log-likelihood ratio is asymptotically chi-squared distributed. A simulation study is reported to show its efficiency.

     

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