半参数模型的经验欧氏似然估计的大样本性质

LARGE SAMPLE PROPERTIES OF THE EMPIRICAL EUCLIDEAN LIKELIHOOD ESTIMATION FOR SEMIPARAMETRIC MODEL

摘要: 本文证明了半参数模型的经验欧氏似然估计的强相合性和渐近正态性,还证明了经验欧氏似然比统计量的渐近x²分布性,最后给出了几个例子。

Abstract: In this paper, we prove strong consistency and asymptotic normality of the empirical Euclidean likelihood estimation. We also prove that the empirical Euclidean likeliood ratio statistic ie asymptotically x²（p）. Finally, some examples are given.