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Author:

Xue LiuGen (Xue LiuGen.) (Scholars:薛留根) | Lian Heng (Lian Heng.)

Indexed by:

Scopus SCIE CSCD

Abstract:

The missing response problem in single-index models is studied, and a bias-correction method to infer the index coefficients is developed. Two weighted empirical log-likelihood ratios with asymptotic chisquare are derived, and the corresponding empirical likelihood confidence regions for the index coefficients are constructed. In addition, the estimators of the index coefficients and the link function are defined, and their asymptotic normalities are proved. A simulation study is conducted to compare the empirical likelihood and the normal approximation based method in terms of coverage probabilities and average lengths of confidence intervals. A real example illustrates our methods.

Keyword:

empirical likelihood single-index model missing response index coefficient confidence region

Author Community:

  • [ 1 ] [Xue LiuGen]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Lian Heng]Univ New S Wales, Sch Math & Stat, Sydney, NSW 2052, Australia

Reprint Author's Address:

  • 薛留根

    [Xue LiuGen]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

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Source :

SCIENCE CHINA-MATHEMATICS

ISSN: 1674-7283

Year: 2016

Issue: 6

Volume: 59

Page: 1187-1207

1 . 4 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:71

CAS Journal Grade:3

Cited Count:

WoS CC Cited Count: 7

SCOPUS Cited Count: 8

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 0

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