scholarly journals Block Empirical Likelihood for Semiparametric Varying-Coefficient Partially Linear Errors-in-Variables Models with Longitudinal Data

2013 ◽  
Vol 2013 ◽  
pp. 1-6 ◽  
Author(s):  
Yafeng Xia ◽  
Hu Da
Keyword(s):  
Longitudinal Data ◽  
Likelihood Ratio ◽  
Empirical Likelihood ◽  
Likelihood Ratio Statistic ◽  
Likelihood Inference ◽  
Errors In Variables ◽  
Varying Coefficient ◽  
Mild Conditions ◽  
Partially Linear ◽  
Log Likelihood

Block empirical likelihood inference for semiparametric varying-coeffcient partially linear errors-in-variables models with longitudinal data is investigated. We apply the block empirical likelihood procedure to accommodate the within-group correlation of the longitudinal data. The block empirical log-likelihood ratio statistic for the parametric component is suggested. And the nonparametric version of Wilk’s theorem is derived under mild conditions. Simulations are carried out to access the performance of the proposed procedure.

scholarly journals Empirical Likelihood for Partial Parameters in ARMA Models with Infinite Variance

2014 ◽  
Vol 2014 ◽  
pp. 1-10
Author(s):  
Jinyu Li ◽  
Wei Liang ◽  
Shuyuan He
Keyword(s):  
Likelihood Ratio ◽  
Empirical Likelihood ◽  
Likelihood Ratio Statistic ◽  
Infinite Variance ◽  
Arma Models ◽  
Log Likelihood ◽  
Log Likelihood Ratio

This paper proposes a profile empirical likelihood for the partial parameters in ARMA(p,q)models with infinite variance. We introduce a smoothed empirical log-likelihood ratio statistic. Also, the paper proves a nonparametric version of Wilks’s theorem. Furthermore, we conduct a simulation to illustrate the performance of the proposed method.

scholarly journals Empirical Likelihood Inference for First-Order Random Coefficient Integer-Valued Autoregressive Processes

2016 ◽  
Vol 2016 ◽  
pp. 1-8
Author(s):  
Zhiwen Zhao ◽  
Wei Yu
Keyword(s):  
Likelihood Ratio ◽  
Empirical Likelihood ◽  
Simulation Study ◽  
Asymptotic Theory ◽  
Likelihood Ratio Statistic ◽  
Random Coefficient ◽  
Likelihood Inference ◽  
Likelihood Method ◽  
Autoregressive Processes ◽  
First Order

We apply the empirical likelihood method to estimate the variance of random coefficient in the first-order random coefficient integer-valued autoregressive (RCINAR(1)) processes. The empirical likelihood ratio statistic is derived and some asymptotic theory for it is presented. Furthermore, a simulation study is presented to demonstrate the performance of the proposed method.

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