鞅差误差下部分函数线性模型的经验似然推断Empirical Likelihood Inference for Partial Functional Linear Models under Martingale Difference Sequence
江志强;范国良;
摘要(Abstract)：
研究了误差是鞅差序列下的部分函数线性回归模型的经验似然估计问题.首先构造了回归系数的经验似对数似然比统计量,进一步证明了所提出的估计量渐近服从卡方分布.利用这一结果可以用来构造相应参数的置信域.
关键词(KeyWords)： 鞅差序列;部分函数线性模型;经验似然;置信域
基金项目(Foundation): 国家统计局基金资助项目(2015LY55)
作者(Author): 江志强;范国良;
Email:
DOI:
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