Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1145740 | Journal of Multivariate Analysis | 2014 | 14 Pages |
Abstract
In this paper, we consider the application of the empirical likelihood method to a partly linear model with measurement errors in possibly all the variables. It is shown that the empirical log-likelihood ratio at the true parameters converges to the standard chi-square distribution. Also, a class of estimators for the parameter are constructed, and the asymptotic distributions of the proposed estimators are obtained. Some simulations and an application are conducted to illustrate the proposed method.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Li Yan, Xia Chen,