Empirical likelihood for partially linear single-index models under negatively associated errors
type: Item
instance of: scholarly article
title: Empirical likelihood for partially linear single-index models under negatively associated errors
zbMATH Open document ID: 1477.62097
DOI: 10.1155/2021/6628716
author: Xin Qi
author: Zhuoxi Yu
published in: Journal of Mathematics
publication date: 2021-06-22T00:00:00Z
review text: Summary: In this paper, the authors consider the application of the blockwise empirical likelihood method to the partially linear single-index model when the errors are negatively associated, which often exist in sequentially collected economic data. Thereafter, the blockwise empirical likelihood ratio statistic for the parameters of interest is proved to be asymptotically chi-squared. Hence, it can be directly used to construct confidence regions for the parameters of interest. A few simulation experiments are used to illustrate our proposed method.
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 7361862
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2021/6628716
OpenAlex ID: W3138740137
cites work: Penalized Spline Estimation for Partially Linear Single-Index Models
cites work: Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
cites work: Statistical estimation in partially linear single-index models with error-prone linear covariates
cites work: Confidence intervals for high-dimensional partially linear single-index models
cites work: Empirical likelihood for partially linear single-index models with missing observations
cites work: Some concepts of negative dependence
cites work: Negative association of random variables, with applications
cites work: Asymptotic normality of random fields of positively or negatively associated processes
cites work: The law of iterated logarithm for negatively associated random variables
cites work: A remark on the exponential inequality for negatively associated random variables
cites work: Empirical likelihood for linear models under negatively associated errors
cites work: Empirical Likelihood for Single-Index Regression Models under Negatively Associated Errors
cites work: Empirical likelihood
cites work: Q3125064
cites work: Optimal smoothing in single-index models
cites work: Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples.
Recommended article: Empirical Likelihood for Partial Linear Models under Negatively Associated Errors
Recommended article: Empirical likelihood for partially linear models under negatively associated errors
Recommended article: Empirical Likelihood for Single-Index Regression Models under Negatively Associated Errors
Recommended article: Empirical Likelihood for Partially Linear Single-Index Errors-in-Variables Model
Recommended article: Empirical likelihood for linear models under negatively associated errors
Recommended article: Empirical Likelihood for Generalized Partially Linear Single-index Models
Recommended article: Q5699388
Recommended article: Empirical likelihood inference in partially linear single-index models for longitudinal data
Recommended article: Empirical likelihood in partial linear models under \(m\)-dependent errors
Recommended article: Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
description: scientific article; zbMATH DE number 7361862