کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1149780 | 957895 | 2009 | 14 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variables models
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variables models Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variables models](/preview/png/1149780.png)
چکیده انگلیسی
A standard assumption in regression analysis is homogeneity of the error variance. Violation of this assumption can have adverse consequences for the efficiency of estimators. In this paper, we propose an empirical likelihood based diagnostic technique for heteroscedasticity in the partially linear errors-in-variables models. Under mild conditions, a nonparametric version of Wilk's theorem is derived. Simulation results reveal that our test performs well in both size and power.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 139, Issue 3, 1 March 2009, Pages 916-929
Journal: Journal of Statistical Planning and Inference - Volume 139, Issue 3, 1 March 2009, Pages 916-929
نویسندگان
Heung Wong, Feng Liu, Min Chen, Wai Cheung Ip,