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Author:

Yang, Yi Ping (Yang, Yi Ping.) | Xue, Liu Gen (Xue, Liu Gen.) (Scholars:薛留根) | Cheng, Wei Hu (Cheng, Wei Hu.) (Scholars:程维虎)

Indexed by:

Scopus SCIE CSCD

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.

Keyword:

chi(2)-distribution regression model empirical likelihood Censored data

Author Community:

  • [ 1 ] [Yang, Yi Ping]Chongqing Technol & Business Univ, Coll Math & Stat, Chongqing 400067, Peoples R China
  • [ 2 ] [Xue, Liu Gen]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Cheng, Wei Hu]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

Reprint Author's Address:

  • [Yang, Yi Ping]Chongqing Technol & Business Univ, Coll Math & Stat, Chongqing 400067, Peoples R China

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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

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