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Empirical likelihood for partial linear models with fixed designs

โœ Scribed by Qi-Hua Wang; Bing-Yi Jing

Book ID
104303011
Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
378 KB
Volume
41
Category
Article
ISSN
0167-7152

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โœฆ Synopsis

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 used to construct confidence regions of the parameter vector in the partial linear models with asymptotically correct coverage probabilities.

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