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Empirical likelihood for generalized partially linear varying-coefficient models

โœ Scribed by Huang, Zhensheng


Book ID
111685308
Publisher
Taylor and Francis Group
Year
2011
Tongue
English
Weight
157 KB
Volume
38
Category
Article
ISSN
0266-4763

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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