Empirical Likelihood for Partially Linear Models Under Negatively Associated Errors  

作　　者：LEI Qingzhu QIN Yongsong 

机构地区：[1]Department of Mathematics, Guangxi Normal University

出　　处：《Journal of Systems Science & Complexity》2016年第4期1145-1159,共15页系统科学与复杂性学报（英文版）

基　　金：supported by the National Natural Science Foundation of China under Grant Nos.11271088and 11361011;the Natural Science Foundation of Guangxi under Grant Nos.2013GXNSFAA019004 and2013GXNSFAA019007

摘　　要：This paper proposes to use the blockwise empirical likelihood （EL） method to construct the confidence regions for the regression vector β in a partially linear model under negatively associated errors. It is shown that the blockwise EL ratio statistic for β is asymptotically χ^2 distributed. The result is used to obtain an EL-based confidence region for β. Results of a simulation study on the finite sample performance of the proposed confidence regions are reported.

关 键 词：Blockwise empirical likelihood confidence region negatively associated error partially linear model. 

分 类 号：O212.1[理学—概率论与数理统计]