Bias-corrected empirical likelihood in a multi-link semiparametric model

DOI10.1016/J.JMVA.2009.08.009zbMath1181.62039OpenAlexW1989611561MaRDI QIDQ2267586

Lu Lin, Xia Cui, Li Xing Zhu, Gao Rong Li

Publication date: 1 March 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.08.009

zbMATH Keywords

confidence regionchi-square distributionbias correctiontest statisticempirical likelihood ratiomulti-link semiparametric model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Generalized linear models (logistic models) (62J12)

Related Items (17)

Estimation in linear regression models with measurement errors subject to single-indexed distortion ⋮ On the single-index model estimate of the conditional density function: consistency and implementation ⋮ Estimation of the error distribution function for partial linear single-index models ⋮ Two-step semiparametric empirical likelihood inference ⋮ A revisit to correlation analysis for distortion measurement error data ⋮ A profile-type smoothed score function for a varying coefficient partially linear model ⋮ Partial linear additive distortion measurement errors models ⋮ Estimation of correlation coefficient with general distortion measurement errors ⋮ Correlation analysis with additive distortion measurement errors ⋮ Absolute logarithmic calibration for correlation coefficient with multiplicative distortion ⋮ LIKELIHOOD INFERENCE ON SEMIPARAMETRIC MODELS WITH GENERATED REGRESSORS ⋮ Exploring the constant coefficient of a single-index variation ⋮ Nonlinear measurement errors models subject to partial linear additive distortion ⋮ Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach ⋮ Wilks' theorem for semiparametric regressions with weakly dependent data ⋮ Detection of the symmetry of model errors for partial linear single-index models ⋮ Estimating the conditional single-index error distribution with a partial linear mean regression

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