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|Title:||Corrected empirical likelihood inference for right-censored partially linear single-index model||Authors:||Huang, Zhensheng.
|Keywords:||DRNTU::Science::Mathematics||Issue Date:||2011||Source:||Huang, Z., & Pang, Z. (2011). Corrected empirical likelihood inference for right-censored partially linear single-index model. Journal of multivariate analysis, 105(1), 276-284.||Series/Report no.:||Journal of multivariate analysis||Abstract:||This article deals with the inference on a right-censored partially linear single-index model (RCPLSIM). The main focus is the local empirical likelihood-based inference on the nonparametric part in RCPLSIM. With a synthetic data approach, an empirical log-likelihood ratio statistic for the nonparametric part is defined and it is shown that its limiting distribution is not a central chi-squared distribution. To increase the accuracy of the confidence interval, we also propose a corrected empirical log-likelihood ratio statistic for the nonparametric function. The resulting statistic is proved to follow a standard chi-squared limiting distribution. Simulation studies are undertaken to assess the finite sample performance of the proposed confidence intervals. A real example is also considered.||URI:||https://hdl.handle.net/10356/98275
|ISSN:||0047-259X||DOI:||http://dx.doi.org/10.1016/j.jmva.2011.10.002||Fulltext Permission:||none||Fulltext Availability:||No Fulltext|
|Appears in Collections:||SPMS Journal Articles|
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