半参数变系数部分线性EV模型的惩罚经验似然  

Penalized empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models

作　　者：陈夏[1] 郭韫华 何军伟 Chen Xia;Guo Yunhua;He Junwei(School of Mathematics and Information Science,Shaanxi Normal University,Xi'an 710119,China)

机构地区：[1]陕西师范大学数学与信息科学学院,陕西西安710119

出　　处：《纯粹数学与应用数学》2020年第3期253-269,共17页Pure and Applied Mathematics

基　　金：教育部人文社会科学研究青年基金(18YJC910003);陕西省自然科学基础研究计划项目(2020JM-276).

摘　　要：研究了半参数变系数部分线性测量误差模型的惩罚经验似然问题.首先基于无偏辅助函数,构造了惩罚经验对数似然函数,证明了所得惩罚经验似然估计具有Oracle性质.其次,考虑了关于参数的假设检验问题,给出了检验统计量及其渐近分布.最后通过实验模拟和实例分析验证了所提方法的有限样本性质.Penalized empirical likelihood for parameter estimation and variable selection in semiparametric varying-coefficient partially linear errors-in-variables models is investigated.It is shown that the penalized empirical likelihood estimators have the oracle property.Also,we conclude that the asymptotic distribution of penalized empirical likelihood ratio test statistic is a chi-square distribution under the null hypothesis.The performance of the proposed method is evaluated by some simulations and a real data example.

关 键 词：半参数变系数部分线性模型 测量误差 变量选择 惩罚经验似然 

分 类 号：O212[理学—概率论与数理统计]