首页> 外文期刊>Journal of Multivariate Analysis: An International Journal >Empirical Likelihood Semiparametric Regression Analysis under Random Censorship
【24h】

Empirical Likelihood Semiparametric Regression Analysis under Random Censorship

机译:随机审查下的经验似然半参数回归分析

获取原文
获取原文并翻译 | 示例
           

摘要

This paper considers large sample inference for the regression parameter in a partly linear model for right censored data. We introduce an estimated empirical likelihood for the regression parameter and show that its limiting distribution is a mixture of central chi-squared distributions. A Monte Carlo method is proposed to approximate the limiting distribution. This enables one to make empirical likelihood-based inference for the regression parameter. We also develop an adjusted empirical likelihood method which only appeals to standard chi-square tables. Finite sample performance of the proposed methods is illustrated in a simulation study.
机译:本文考虑了部分右线性删失数据模型中回归参数的大样本推断。我们介绍了回归参数的估计经验似然,并表明其极限分布是中心卡方分布的混合。提出了一种蒙特卡罗方法来近似极限分布。这使人们能够对回归参数进行基于经验似然的推断。我们还开发了一种仅适用于标准卡方表的调整后的经验似然方法。仿真研究表明了所提出方法的有限样本性能。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号