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An Empirical Likelihood Method in a Partially Linear Single-index Model with Right Censored Data

作者:Yi; Ping; YANG; Liu; Gen; XUE; Wei; Hu...经验似然估计右删失数据指标模型线性有限样本性质极限分布应用程序混合物

摘要:Empirical-likelihood-based inference for the parameters in a partially linear single-index model with randomly censored data is investigated. We introduce an estimated empirical likelihood for the parameters using a synthetic data approach and show that its limiting distribution is a mixture of central chi-squared distribution. To attack this difficulty we propose an adjusted empirical likelihood to achieve the standard χ2-limit. Furthermore, since the index is of norm 1, we use this constraint to reduce the dimension of parameters, which increases the accuracy of the confidence regions. A simulation study is carried out to compare its finite-sample properties with the existing method. An application to a real data set is illustrated.

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数学学报

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