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Empirical-Likelihood-Based Inferences for Generalized Partially Linear Models

This paper considers generalized partially linear models. We propose empirical likelihood based statistics to construct confidence regions for the parametric and nonparametric componenets. The resulting statistics are shown to be asymptotically chi-squared distributed. Finite sample performance of t...

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Detalhes bibliográficos
Main Authors: Liang, Hua, Qin, Yongsong, Zhang, Xinyu, Ruppert, David
Formato: Artigo
Idioma:Inglês
Publicado em: 2009
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC2992389/
https://ncbi.nlm.nih.gov/pubmed/21113340
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