Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model

In this paper, we investigate a partially single-index varying-coefficient model, and suggest two empirical log-likelihood ratio statistics for the unknown parameters in the model. The first statistic is asymptotically distributed as a weighted sum of independent chi-square variables under some mild...

Full description

Bibliographic Details
Main Authors: Xiang Xing, Liu Wanrong
Format: Article
Language:English
Published: De Gruyter 2019-07-01
Series:Open Mathematics
Subjects:
Online Access:https://doi.org/10.1515/math-2019-0059