کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1146262 | 957501 | 2012 | 9 صفحه PDF | دانلود رایگان |
![عکس صفحه اول مقاله: Corrected empirical likelihood inference for right-censored partially linear single-index model Corrected empirical likelihood inference for right-censored partially linear single-index model](/preview/png/1146262.png)
This article deals with the inference on a right-censored partially linear single-index model (RCPLSIM). The main focus is the local empirical likelihood-based inference on the nonparametric part in RCPLSIM. With a synthetic data approach, an empirical log-likelihood ratio statistic for the nonparametric part is defined and it is shown that its limiting distribution is not a central chi-squared distribution. To increase the accuracy of the confidence interval, we also propose a corrected empirical log-likelihood ratio statistic for the nonparametric function. The resulting statistic is proved to follow a standard chi-squared limiting distribution. Simulation studies are undertaken to assess the finite sample performance of the proposed confidence intervals. A real example is also considered.
Journal: Journal of Multivariate Analysis - Volume 105, Issue 1, February 2012, Pages 276–284