摘要
本文把经验似然方法推广到部分线性变量含误差模型 ,得到了Wilks定理的非参数形式 ,定理用来构造参数向量的渐近置信区间 .结果与WangandJing (1 999)对一般部分线性模型的经验似然结果加以比较 ,并且与正态逼近法得到的结果也作了比较 .
The empirical likelihood method is extended to errors in variables partially linear models in this paper.A nonparametric version of Wilks' theorem is derived.The result is then used to construct confidence regions of the parameter vector in the errors in variables partially linear models with asymptotically correct coverage probabilities.Moreover it is compared with the empirical likelihood result from Wang and Jing (1999),and the empirical likelihood method is also compared with the normal approximation method.
出处
《应用数学》
CSCD
北大核心
2005年第1期136-143,共8页
Mathematica Applicata
关键词
经验似然法
变量含误差
渐近置信区间
Empirical likelihood
Errors in variables
Asymptotical confidence interval
