IJPAM: Volume 87, No. 3 (2013)

EMPIRICAL LIKELIHOOD INFERENCE FOR
A HETEROSCEDASTIC PARTIALLY
LINEAR EV MODEL

Yafeng Xia$^1$, Hu Da$^2$
$^{1,2}$School of Science
Lanzhou University of Technology
Lanzhou, Gansu, 730050, P.R. CHINA


Abstract. The purpose of this article is to use the empirical likelihood method to study the confidence regions construction for the parameters of interest in a heteroscedastic partially linear EV model. When error variances is known and unknown cases, the two different empirical log-likelihood ratio for the parametric components were proposed and nonparametric version of Wilks' theorem were derived, respectively. Simulation study shows that the proposed empirical likelihood confidence regions have satisfactory coverage.

Received: July 17, 2013

AMS Subject Classification: 62G15, 62G20

Key Words and Phrases: empirical likelihood, confidence region, heteroscedastic, partially linear EV model

Download paper from here.



DOI: 10.12732/ijpam.v87i3.11 How to cite this paper?
Source:
International Journal of Pure and Applied Mathematics
ISSN printed version: 1311-8080
ISSN on-line version: 1314-3395
Year: 2013
Volume: 87
Issue: 3