线性相关模型中误差方差的经验似然估计及其Bootstrap

Acta mathematica scientia,Series A ›› 1997, Vol. 17 ›› Issue (1): 38-46.

Previous Articles Next Articles

An Empirical Likelihood Estimation of the Error Variance in Linear Correlation Models and its Bootstrap

Shi Jian

Institute of Systems Science, Academia Sinica, Beijing 100080

Received:1995-01-16 Revised:1995-09-22 Online:1997-02-26 Published:1997-02-26

Abstract

Abstract: In this paper,we use the empirical likelihood method to modify the least-square type estimation of the error variance in linear correlation model. It is shown that the modified estimation has smaller asymptotic variance than the traditional one. Meanwhile,we have given a bootstrap approximation for the modified estimation.

Key words: Correlation model, error variance, least square, empirical likelihood, bootstrap

Shi Jian. An Empirical Likelihood Estimation of the Error Variance in Linear Correlation Models and its Bootstrap[J].Acta mathematica scientia,Series A, 1997, 17(1): 38-46.

Trendmd

[1]	Chen Panpan, Feng Sanying, Xue Liugen. Statistical Inference for Semiparametric Varying Coefficient Partially Linear Model with Missing Data [J]. Acta mathematica scientia,Series A, 2015, 35(2): 345-358.
[2]	PENG Zhuo-Hua. The Bisymmetric Least Squares Solutions of the General Coupled \|Matrix Equations with A Submatrix Constraint [J]. Acta mathematica scientia,Series A, 2015, 35(1): 131-150.
[3]	XIE Dong-Xiu, ZHANG Zhong-Zhi. Structured Matrix Nearness Problem with Least Square Spectra Constraint and Its Perturbation Analysis [J]. Acta mathematica scientia,Series A, 2013, 33(1): 37-45.
[4]	FENG San-Ying, XUE Liu-Gen. Maximum Empirical Likelihood Estimators in Nonlinear Semiparametric EV Regression Models [J]. Acta mathematica scientia,Series A, 2012, 32(4): 729-743.
[5]	YANG Yi-Ping, XUE Liu-Gen, CHENG Wei-Hu. Inferences in a Censored Single-index Model with Empirical Likelihood [J]. Acta mathematica scientia,Series A, 2012, 32(2): 297-311.
[6]	LIU Qiang, XUE Liu-Gen. Empirical Likelihood Confidence Regions of Parameters in Nonlinear EV Models under Missing Data [J]. Acta mathematica scientia,Series A, 2012, 32(1): 233-245.
[7]	ZHAO Pei-Xin, XUE Liu-Gen. Empirical Likelihood Inferences for Covariate Adjusted Regression [J]. Acta mathematica scientia,Series A, 2011, 31(2): 360-368.
[8]	SHANG Li-Na, ZHANG Kai-Yuan. An Iterative Method for the Least Squares Centrosymmetric Solution of the Matrix Equation AXB+CXD=F [J]. Acta mathematica scientia,Series A, 2010, 30(3): 776-783.
[9]	LUO Xian-Hua, LI Yuan, MA Yun-Bei, ZHOU Yong. Varying-Coefficient Partially Linear Models with Censored Data [J]. Acta mathematica scientia,Series A, 2010, 30(1): 71-85.
[10]	FENG San-Ying, XUE Liu-Gen, FAN Cheng-Hua. Empirical Likelihood Confidence Regions of the Parameters in Nonlinear Semiparametric Regression Models [J]. Acta mathematica scientia,Series A, 2009, 29(5): 1338-1349.
[11]	Li Guoliang; Liu Luqin. Strong Consistency of a Class of Estimators in Partial Linear Model under Martingale Difference Sequence [J]. Acta mathematica scientia,Series A, 2007, 27(5): 788-801.
[12]	XUE Liu-Gen, HU Yu-Ping. Approximation Rates of Kernel Estimator for the Conditional t-Quantile [J]. Acta mathematica scientia,Series A, 2001, 21(2): 215-224.
[13]	Chen Minghua. The bootstrap approximation of paremetric estimator in a semii parametric model under fixed desiqn [J]. Acta mathematica scientia,Series A, 1999, 19(2): 121-129.
[14]	Hu Shuhe. A Large Deviation for the Least Squares Estimators in Nonlinear Regression With m₀ Dependent Errors [J]. Acta mathematica scientia,Series A, 1998, 18(1): 56-62.

An Empirical Likelihood Estimation of the Error Variance in Linear Correlation Models and its Bootstrap

PDF (PC)

Abstract

Cite this article

share this article

References

Related Articles 14

Metrics

Comments

Recommended 10