删失数据下部分线性EV模型中参数的经验似然置信域

刘强;薛留根;陈放;

数学学报 ›› 2009 ›› Issue (03) : 135-146.

中国科学院数学与系统科学研究院期刊网
数学学报 ›› 2009 ›› Issue (03) : 135-146. DOI: 10.12386/A2009sxxb0066
无栏目

删失数据下部分线性EV模型中参数的经验似然置信域

    刘强;薛留根;陈放;
作者信息 +

Empirical Likelihood Confidence Regions of Parameters in a Censored Partially Linear EV Model

    Qiang LIU College of Applied Sciences,Beijing University of Technology,Beijing 100124,P.R.China School of Statistics,Capital University of Economics and Business,Beijing 100070,P.R.China Liu Gen XUE Fang CHEN College of Applied Sciences,Beijing University
Author information +
文章历史 +

摘要

考虑了在响应变量随机删失情形下的部分线性EV模型.构造了未知参数的两种经验对数似然比统计量,即估计的经验对数似然比统计量和调整的经验对数似然比.证明了所构造的经验似然比统计量渐近于x~2分布,所得结果可以用来构造未知参数的置信域.模拟研究给出了所提出的经验似然统计量在有限样本情形下的实际表现.

Abstract

In this paper,a censored partially linear errors-in-variables model is investigated. Two empirical log-likelihood ratio statistics for the unknown parameters in the model are suggested.It is proved that the proposed statistics are asymptotically chi-squared under some mild conditions,and hence can be used to construct the confidence regions of the parameters of interest.Finite sample performance of the proposed method is illustrated in a simulation study.

关键词

部分线性EV模型 / 经验似然 / 删失数据

Key words

empirical likelihood / partially linear EV model / censored data

引用本文

EndNote

Ris (Procite)

Bibtex

导出引用
刘强;薛留根;陈放;. 删失数据下部分线性EV模型中参数的经验似然置信域. 数学学报, 2009(03): 135-146 https://doi.org/10.12386/A2009sxxb0066
Qiang LIU College of Applied Sciences,Beijing University of Technology,Beijing 100124,P.R.China School of Statistics,Capital University of Economics and Business,Beijing 100070,P.R.China Liu Gen XUE Fang CHEN College of Applied Sciences,Beijing University. Empirical Likelihood Confidence Regions of Parameters in a Censored Partially Linear EV Model. Acta Mathematica Sinica, Chinese Series, 2009(03): 135-146 https://doi.org/10.12386/A2009sxxb0066

146

Accesses

0

Citation

Detail
段落导航
相关文章

/

〈 〉