Empirical likelihood for spatial cross-sectional data models with matrix exponential spatial specification  

作　　者：LIU Yan RONG Jian-rong QIN Yong-song 

机构地区：[1]Nanning University,Nanning 530200,China [2]Center for Applied Mathematics of Guangxi and College of Mathematics and Statistics,Guangxi Normal University,Guilin 541004,China

出　　处：《Applied Mathematics(A Journal of Chinese Universities)》2024年第1期125-139,共15页高校应用数学学报（英文版）（B辑）

基　　金：Supported by the National Natural Science Foundation of China(12061017,12161009);the Research Fund of Guangxi Key Lab of Multi-source Information Mining&Security(22-A-01-01)。

摘　　要：In this paper,we study spatial cross-sectional data models in the form of matrix exponential spatial specification(MESS),where MESS appears in both dependent and error terms.The empirical likelihood(EL)ratio statistics are established for the parameters of the MESS model.It is shown that the limiting distributions of EL ratio statistics follow chi-square distributions,which are used to construct the confidence regions of model parameters.Simulation experiments are conducted to compare the performances of confidence regions based on EL method and normal approximation method.

关 键 词：MESS empirical likelihood con dence region 

分 类 号：O212.1[理学—概率论与数理统计]