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Abstract:
Empirical-likelihood-based inference for the parameters in a partially linear single-index model with randomly censored data is investigated. We introduce an estimated empirical likelihood for the parameters using a synthetic data approach and show that its limiting distribution is a mixture of central chi-squared distribution. To attack this difficulty we propose an adjusted empirical likelihood to achieve the standard chi (2)-limit. Furthermore, since the index is of norm 1, we use this constraint to reduce the dimension of parameters, which increases the accuracy of the confidence regions. A simulation study is carried out to compare its finite-sample properties with the existing method. An application to a real data set is illustrated.
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Source :
ACTA MATHEMATICA SINICA-ENGLISH SERIES
ISSN: 1439-8516
Year: 2012
Issue: 5
Volume: 28
Page: 1041-1060
0 . 7 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
JCR Journal Grade:3
CAS Journal Grade:4
Cited Count:
WoS CC Cited Count: 6
SCOPUS Cited Count: 6
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 6
Affiliated Colleges: