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Empirical Likelihood-Based Inferences for Generalized Partially Linear Models

โœ Scribed by HUA LIANG; YONGSONG QIN; XINYU ZHANG; DAVID RUPPERT


Book ID
111008924
Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
256 KB
Volume
36
Category
Article
ISSN
0303-6898

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Empirical Likelihood for Partially Linea
โœ Jian Shi; Tai-Shing Lau ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 193 KB

In this paper, we consider the application of the empirical likelihood method to partially linear model. Unlike the usual cases, we first propose an approximation to the residual of the model to deal with the nonparametric part so that Owen's (1990) empirical likelihood approach can be applied. Then