Empirical likelihood for single-index varying-coefficient models
نویسندگان
چکیده
منابع مشابه
Empirical likelihood for single-index varying-coefficient models
In this paper, we develop statistical inference techniques for the unknown coefficient functions and singleindex parameters in single-index varying-coefficient models. We first estimate the nonparametric component via the local linear fitting, then construct an estimated empirical likelihood ratio function and hence obtain a maximum empirical likelihood estimator for the parametric component. O...
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Article history: Received 26 September 2014 Accepted 6 February 2015 Available online 28 February 2015
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2012
ISSN: 1350-7265
DOI: 10.3150/11-bej365