高维部分泛函线性模型的经验似然

Pub Date : 2020-10-01 DOI:10.1142/S2010326320500173
Zhiqiang Jiang, Zhensheng Huang, Guoliang Fan
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引用次数: 1

摘要

本文研究了高维部分泛函线性模型的经验似然推理。构造了非功能预测因子回归系数的经验对数似然比统计量,并证明了其在一定的正则性条件下是渐近正态分布的。此外,提出了非泛函预测因子回归系数的极大经验似然估计,并得到了它们的渐近性质。通过仿真研究验证了该方法的有效性,并对一个真实数据集进行了分析。
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Empirical likelihood for high-dimensional partially functional linear model
This paper considers empirical likelihood inference for a high-dimensional partially functional linear model. An empirical log-likelihood ratio statistic is constructed for the regression coefficients of non-functional predictors and proved to be asymptotically normally distributed under some regularity conditions. Moreover, maximum empirical likelihood estimators of the regression coefficients of non-functional predictors are proposed and their asymptotic properties are obtained. Simulation studies are conducted to demonstrate the performance of the proposed procedure and a real data set is analyzed for illustration.
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