部分线性单指标EV模型中参数的经验似然置信域  

Empirical Likelihood Confidence Regions of the Parameters in a Partially Linear Single-index EV Model

作　　者：裴丽芳[1,2] 王永刚[2] 

机构地区：[1]洛阳理工学院数理部,河南洛阳471000 [2]郑州大学数学系,河南郑州450052

出　　处：《应用数学》2011年第3期593-601,共9页Mathematica Applicata

基　　金：国家自然科学基金(11001118);河南省自然科学研究项目(2009B110013)

摘　　要：考虑部分线性单指标EV模型,利用纠偏方法构造了模型中未知参数的经验对数似然比统计量.在适当条件下,证明了所提出的统计量依分布收敛于标准χ2分布,所得结果可以构造未知参数的置信域.通过模拟研究在置信域精度及其覆盖概率大小方面进行了说明.In this paper, a partially linear single-index EV model is investigated, and the empirical log-likelihood ratio statistic for the unknown parameters is suggested with the bias correction techniques. It is proved that the proposed statistic is asymptotically standard X2 distribution under some suitable conditions,and hence it can be used to construct the confidence regions of the parameters. A simulation study is conducted to illustrate the proposed method in terms of coverage probabilities and average areas of the confidence regions.

关 键 词：部分线性单指标EV模型 经验似然 X^2分布 置信域 

分 类 号：O212.7[理学—概率论与数理统计]