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Abstract:
In this paper, empirical likelihood inferences for semiparametric varying-coefficient partially linear error-in-variables models with longitudinal data are investigated. By correcting the attenuation, we propose a corrected empirical likelihood ratio function for the parametric components and a residual-adjusted empirical likelihood ratio function for the nonparametric components. Wilks' phenomenon is proved and the confidence regions for parametric components and nonparametric components are constructed. A simulation study is undertaken to assess the finite sample performance of the proposed confidence regions.
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JOURNAL OF NONPARAMETRIC STATISTICS
ISSN: 1048-5252
Year: 2009
Issue: 7
Volume: 21
Page: 907-923
1 . 2 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
JCR Journal Grade:4
CAS Journal Grade:1
Cited Count:
WoS CC Cited Count: 32
SCOPUS Cited Count: 32
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 7
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