QIN Yongsong, ZHANG Ping, . Empirical Likelihood Estimators of the Error Variances in Linear Models[J]. Chinese Journal of Applied Probability and Statistics, 2021, 37(3): 259-273.
Citation: QIN Yongsong, ZHANG Ping, . Empirical Likelihood Estimators of the Error Variances in Linear Models[J]. Chinese Journal of Applied Probability and Statistics, 2021, 37(3): 259-273.
shu

Empirical Likelihood Estimators of the Error Variances in Linear Models

  • Department of Statistics, Guangxi Normal University, Guilin, 541004, China

Funds: The project was supported by the National Natural Science Foundation of China (Grant Nos.12061017; 11671102).
More Information
  • Corresponding author:

    QIN Yongsong, E-mail: ysqin@gxnu.edu.cn

    Graphical Abstract
    • Abstract
  • We apply the empirical likelihood technique to propose a new class of estimators of the error variance in linear models. It is shown that the proposed estimators are asymptotically normally distributed with asymptotic variances not greater than that of the usual estimators of the error variance. And the closed forms of the asymptotic variances of the estimators are presented.
    • FullText(HTML)
    • References (0)
    • Related Articles

  • Related Articles

    [1]LIU Bowen, ZHANG Jing, CHEN Xiaopeng. Numerical Simulation of Statistical Behavior for Fractional Cox-Ingersoll-Ross Process[J]. Chinese Journal of Applied Probability and Statistics, 2024, 40(1): 1-17. DOI: 10.3969/j.issn.1001-4268.2024.01.001
    [2]JING Haojie, PENG Jiangyan, JIANG Zhiquan. Tail Asymptotic of Discrete-Time Risk Model with Compound Dependence and Numerical Simulation[J]. Chinese Journal of Applied Probability and Statistics, 2021, 37(6): 569-584. DOI: 10.3969/j.issn.1001-4268.2021.06.002
    [3]CHAI Jingjing, GUO Jingjun. Mixed Gaussian Heston Asset Pricing Model and Statistics Simulation Analysis[J]. Chinese Journal of Applied Probability and Statistics, 2021, 37(4): 331-345. DOI: 10.3969/j.issn.1001-4268.2021.04.001
    [4]ZHANG Hongbo. Numerical Computation and Tail Asymptotic for Stationary Indices of a Discrete-Time Vacation Queue[J]. Chinese Journal of Applied Probability and Statistics, 2021, 37(1): 13-25. DOI: 10.3969/j.issn.1001-4268.2021.01.002
    [5]BAI Mingyan, PENG Jiangyan, JING Haojie. Asymptotic Estimates of Finite-Time Ruin Probabilities with Dependent Risks and CMC Simulations[J]. Chinese Journal of Applied Probability and Statistics, 2020, 36(6): 569-585. DOI: 10.3969/j.issn.1001-4268.2020.06.002
    [6]GUO Jingjun, SONG Yanling. Option Pricing Based on Time-Transform and Fractional Process and Simulation Analysis[J]. Chinese Journal of Applied Probability and Statistics, 2020, 36(1): 59-70. DOI: 10.3969/j.issn.1001-4268.2020.01.005
    [7]CUI Zhaolei, YU Changjun. The Asymptotics for the Ruin Probabilities of a Risk Model with Delayed Heavy-Tailed Claims[J]. Chinese Journal of Applied Probability and Statistics, 2018, 34(4): 416-426. DOI: 10.3969/j.issn.1001-4268.2018.04.006
    [8]Wang Hui, Ye Cinan, Yan Guangle. Estimation of Structural Reliability for a Nested Multivariate Exponential Distributed Stress[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(2): 143-154.
    [9]WANG Meichen, YE Cinan, XU Dongyuan. Estimation of Structural Reliability Relative to a Dependent Bivariate Weibull Distribution[J]. Chinese Journal of Applied Probability and Statistics, 2006, 22(2): 127-136.
    [10]WANG Hao. Simulation and Extreme VaR and VaR Confidence Interval Estimation for a Class of Heavy-Tailed Risk Factors[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(3): 267-276.

Catalog

    Get Citation
    PDF
    XML
    Article views (349) PDF downloads (21) Cited by()
    Turn off MathJax
    Article Contents
    Abstract
    Related Articles

    Copyright © CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICSICP备00000000

    Tel：021-54345267Fax：021-54345058E-mail：aps@stat.ecnu.edu.cn

    Supported by: Beijing Renhe Information Technology Co., Ltd.  Baidu Analytics

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return