Name
Abstract | ||
|---|---|---|
We consider the application of the empirical likelihood method to a partial linear model with ARCH(1) errors. It is shown that the empirical log-likelihood ratio at the true parameter converges to the standard chi-square distribution and that the confidence intervals can be constructed accordingly. Some simulations are conducted to illustrate the proposed method. |
Year | DOI | Venue |
|---|---|---|
2013 | 10.1016/j.mcm.2012.07.016 | Mathematical and Computer Modelling |
Keywords | Field | DocType |
Partial linear model,ARCH(1) errors,Empirical log-likelihood,Confidence intervals | Arch,Partial linear model,Likelihood function,Linear model,Inference,Empirical likelihood,Statistics,Confidence interval,Mathematics | Journal |
Volume | Issue | ISSN |
57 | 9 | 0895-7177 |
Citations | PageRank | References |
0 | 0.34 | 0 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Zhuoxi Yu | 1 | 0 | 1.69 |
| Shishun Zhao | 2 | 0 | 0.34 |
| yang | 3 | 15 | 7.73 |