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Author:

Xue, LG (Xue, LG.) (Scholars:薛留根) | Zhu, LX (Zhu, LX.)

Indexed by:

EI Scopus SCIE

Abstract:

In this paper, a partially linear single-index model is investigated, and three empirical log-likelihood ratio statistics for the unknown parameters in the model are suggested. It is proved that the proposed statistics are asymptotically standard chi-square under some suitable conditions, and hence can be used to construct the confidence regions of the parameters. Our methods can also deal with the confidence region construction for the index in the pure single-index model. A simulation study indicates that, in terms of coverage probabilities and average areas of the confidence regions, the proposed methods perform better than the least-squares method.

Keyword:

partially linear single-index model chi-square distribution confidence region empirical likelihood coverage probability

Author Community:

  • [ 1 ] Beijing Univ Technol, Coll Appl Sci, Beijing 100022, Peoples R China
  • [ 2 ] Hong Kong Baptist Univ, Dept Math, Hong Kong, Hong Kong, Peoples R China

Reprint Author's Address:

  • 薛留根

    [Xue, LG]Beijing Univ Technol, Coll Appl Sci, Beijing 100022, Peoples R China

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Source :

SCIENCE IN CHINA SERIES A-MATHEMATICS

ISSN: 1006-9283

Year: 2005

Issue: 10

Volume: 48

Page: 1333-1348

JCR Journal Grade:3

Cited Count:

WoS CC Cited Count: 19

SCOPUS Cited Count: 19

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 4

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