Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model
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Abstract In this paper, we investigate a partially single-index varying-coefficient model, and suggest two empirical log-likelihood ratio statistics for the unknown parameters in the model. The first statistic is asymptotically distributed as a weighted sum of independent chi-square variables under some mild conditions. It is proved that another statistic, with adjustment factor, is asymptotically standard chi-square under some suitable conditions. These useful statistics could be used to construct the confidence regions of the parameters. A simulation study indicates that, with the increase of sample size, the coverage probability of the confidence region constructed by us gradually approaches the theoretical value.
2012 ◽
Vol 41
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pp. 1214-1227
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2012 ◽
Vol 55
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pp. 1017-1028
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1998 ◽
Vol 93
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pp. 1388-1402
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2016 ◽
Vol 36
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pp. 109-128
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2013 ◽
Vol 8
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pp. 541-565
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2015 ◽
Vol 139
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pp. 227-244
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