• Complex
  • Title
  • Keyword
  • Abstract
  • Scholars
  • Journal
  • ISSN
  • Conference
搜索

Author:

Li, Gaorong (Li, Gaorong.) (Scholars:李高荣) | Xue, Liugen (Xue, Liugen.) (Scholars:薛留根)

Indexed by:

EI Scopus SCIE

Abstract:

In this article, a partially linear errors-in-variables model is considered, and empirical log-likelihood ratio statistic for the unknown parameter in the model is suggested. It is proved that the proposed statistic is asymptotically standard chi-square distribution under some suitable conditions, and hence it can be used to construct the confidence region of the parameter. A simulation study indicates that, in terms of coverage probabilities and average lengths of the confidence intervals, the proposed method performs better than the least-squares method.

Keyword:

eempirical likelihood confidence region coverage probability chi-square distribution partially linear errors-in-variables model

Author Community:

  • [ 1 ] [Li, Gaorong]E China Normal Univ, Dept Stat, Shanghai 200241, Peoples R China
  • [ 2 ] [Li, Gaorong]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China
  • [ 3 ] [Xue, Liugen]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China

Reprint Author's Address:

  • 李高荣

    [Li, Gaorong]E China Normal Univ, Dept Stat, Shanghai 200241, Peoples R China

Show more details

Related Keywords:

Source :

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

ISSN: 0361-0926

Year: 2008

Issue: 10

Volume: 37

Page: 1552-1564

0 . 8 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

JCR Journal Grade:4

Cited Count:

WoS CC Cited Count: 34

SCOPUS Cited Count: 36

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 5

Affiliated Colleges:

Online/Total:445/10597943
Address:BJUT Library(100 Pingleyuan,Chaoyang District,Beijing 100124, China Post Code:100124) Contact Us:010-67392185
Copyright:BJUT Library Technical Support:Beijing Aegean Software Co., Ltd.