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EMPIRICAL LIKELIHOOD FOR LINEAR MODELS UNDER m-DEPENDENT ERRORS 被引量：3

EMPIRICAL LIKELIHOOD FOR LINEAR MODELS UNDER m-DEPENDENT ERRORS
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摘要 In this paper,the empirical likelihood confidence regions for the regression coefficient in a linear model are constructed under m-dependent errors.It is shown that the blockwise empirical likelihood is a good way to deal with dependent samples. In this paper,the empirical likelihood confidence regions for the regression coefficient in a linear model are constructed under m-dependent errors.It is shown that the blockwise empirical likelihood is a good way to deal with dependent samples.
作者 QinYongsong JiangBo LiYufang
机构地区 Dept.ofMath. PartlysupportedbytheNationalNaturalScienceFoundationofChinaandtheSFofGuangxiNormalUniversity
出处 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2005年第2期205-212,共8页 高校应用数学学报（英文版）（B辑）
基金 PartlysupportedbytheNationalNaturalScienceFoundationofChinaandtheSFofGuangxiNormalUniversity.
关键词 m-dependent errors linear model empirical likelihood. m-dependent errors, linear model, empirical likelihood.
分类号 O212.1 [理学—概率论与数理统计]
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参考文献11

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同被引文献20

  • 1薛留根,朱力行.部分线性单指标模型中参数的经验似然置信域[J].中国科学（A辑）,2005,35(8):841-855. 被引量：9
  • 2Zhu L X,Xue L G.Empirical likelihood confidence regions in a partially linear single-index model. J Roy Statist Soci, Ser B . 2006
  • 3J. Shi,T. S. Lau.Empirical Likelihood for Partially Linear Models. Journalof Multivariate Analysis . 2000
  • 4Hall P,Heyde C C.Martingale Limit theory and Its Application. . 1980
  • 5Owen A B.Empirical likelihood ratio confidence intervals for a single functional. Biometrika . 1988
  • 6Owen A B.Empirical likelihood ratio confidence regions. The Annals of Statistics . 1990
  • 7Kolaczyk ED.Empirical likelihood for generalized linear models. Statistica Sinica . 1994
  • 8Owen AB.Empirical likelihood for linear models. The Annals of Statistics . 1991
  • 9张海祥,王德辉.平稳ARIMA(p,d,q)模型的经验似然推断[J].吉林大学学报（理学版）,2009,47(5):871-876. 被引量：2
  • 10范国良,徐红霞.线性过程误差下部分线性回归模型的经验似然推断[J].安徽工程科技学院学报（自然科学版）,2010,25(4):63-66. 被引量：1

引证文献3

二级引证文献2

Applied Mathematics(A Journal of Chinese Universities)
2005年 第2期

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