Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153339 | Statistics & Probability Letters | 2009 | 11 Pages |
Abstract
Empirical-likelihood-based inference for the nonparametric parts in semiparametric varying-coefficient partially linear (SVCPL) models is investigated. An empirical log-likelihood approach to construct the confidence regions/intervals of the nonparametric parts is developed. An estimated empirical likelihood ratio is proved to be asymptotically standard χ2χ2-limit. A simulation study indicates that, compared with a normal approximation-based approach and the bootstrap method, the proposed method described herein works better in terms of coverage probabilities and average areas/widths of confidence regions/bands. An application to a real data set is illustrated.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Zhensheng Huang, Riquan Zhang,