Empirical likelihood for linear models under negatively associated errors
โ Scribed by Yongsong Qin; Yinghua Li
- Book ID
- 108185653
- Publisher
- Elsevier Science
- Year
- 2011
- Tongue
- English
- Weight
- 244 KB
- Volume
- 102
- Category
- Article
- ISSN
- 0047-259X
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๐ SIMILAR VOLUMES
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
The empirical likelihood method of Owen [Owen, A., 1988. Empirical likelihood ratio confidence intervals for single functional. Biometrika 75, 237-249], is extended to partial linear models with fixed designs in this paper. A nonparametric version of Wilks' theorem is derived. The result is then use