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Author:

Zhao, Peixin (Zhao, Peixin.) | Xue, Liugen (Xue, Liugen.) (Scholars:薛留根)

Indexed by:

Scopus SCIE

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.

Keyword:

semiparametric varying-coefficient partially linear model longitudinal data empirical likelihood errors-in-variables

Author Community:

  • [ 1 ] [Zhao, Peixin]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Xue, Liugen]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Zhao, Peixin]Hechi Univ, Dept Math, Yizhou 546300, Guangxi, Peoples R China

Reprint Author's Address:

  • [Zhao, Peixin]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

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Source :

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: 8

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