| 异方差半变系数带有测量误差模型的经验似然 |
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| 引用本文： | 王鲁玉,刘琼荪,薛凯.异方差半变系数带有测量误差模型的经验似然[J].云南大学学报(自然科学版),2013,35(2):137-145. |
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| 作者姓名： | 王鲁玉 刘琼荪 薛凯 |
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| 作者单位： | 重庆大学 数学与统计学院，重庆 401331 |
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| 基金项目： | 国家自然科学基金项目（11101451） |
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| 摘 要： | 考虑了伴有由外生变量函数和独立同分布的随机变量乘积组成的测量误差的异方差半参数变系数部分线性模型.分别在外生变量函数已知和未知的情形下,构造了模型相关参数向量的经验似然统计量,并证明其服从渐近卡方分布,即Wilks现象成立.
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| 关 键 词： | 半变系数模型 测量误差 经验似然 渐近标准卡方分布 |
Empirical likelihood for semi-varying coefficient errors-in-variables heterocedastic models |
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| WANG Luyu,LIU Qiongsun,XUE Kai.Empirical likelihood for semi-varying coefficient errors-in-variables heterocedastic models[J].Journal of Yunnan University(Natural Sciences),2013,35(2):137-145. |
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| Authors: | WANG Luyu LIU Qiongsun XUE Kai |
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| Institution: | College of Mathemathics and Statistics,Chongqing University,Chongqing 401331,China |
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| Abstract: | We were concerned with the semi-varying coefficient hererocedastic errors in variables,with the errors consisting of the exogenous variable functions and the i.i.d.variables.Specifically,we constructed an empirical likelihood ratio statistic for the parametric coefficient and proved the statistic to be asymptotically standard chi-squared distributed in view of the cases that the exogenous variable function was known or unknown.Thus the nonparametric Wilks phenomenon was derived. |
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| Keywords: | semivarying coefficient model errors-in-variables empirical likelihood standardchi-square distribution |
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