Corrected empirical likelihood inference for right-censored partially linear single-index model
This article deals with the inference on a right-censored partially linear single-index model (RCPLSIM). The main focus is the local empirical likelihood-based inference on the nonparametric part in RCPLSIM. With a synthetic data approach, an empirical log-likelihood ratio statistic for the nonparam...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Journal Article |
| Language: | English |
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2013
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| Online Access: | https://hdl.handle.net/10356/98275 http://hdl.handle.net/10220/17188 |
| _version_ | 1826124033584791552 |
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| author | Huang, Zhensheng. Pang, Zhen. |
| author2 | School of Physical and Mathematical Sciences |
| author_facet | School of Physical and Mathematical Sciences Huang, Zhensheng. Pang, Zhen. |
| author_sort | Huang, Zhensheng. |
| collection | NTU |
| description | This article deals with the inference on a right-censored partially linear single-index model (RCPLSIM). The main focus is the local empirical likelihood-based inference on the nonparametric part in RCPLSIM. With a synthetic data approach, an empirical log-likelihood ratio statistic for the nonparametric part is defined and it is shown that its limiting distribution is not a central chi-squared distribution. To increase the accuracy of the confidence interval, we also propose a corrected empirical log-likelihood ratio statistic for the nonparametric function. The resulting statistic is proved to follow a standard chi-squared limiting distribution. Simulation studies are undertaken to assess the finite sample performance of the proposed confidence intervals. A real example is also considered. |
| first_indexed | 2024-10-01T06:14:03Z |
| format | Journal Article |
| id | ntu-10356/98275 |
| institution | Nanyang Technological University |
| language | English |
| last_indexed | 2024-10-01T06:14:03Z |
| publishDate | 2013 |
| record_format | dspace |
| spelling | ntu-10356/982752020-03-07T12:34:46Z Corrected empirical likelihood inference for right-censored partially linear single-index model Huang, Zhensheng. Pang, Zhen. School of Physical and Mathematical Sciences DRNTU::Science::Mathematics This article deals with the inference on a right-censored partially linear single-index model (RCPLSIM). The main focus is the local empirical likelihood-based inference on the nonparametric part in RCPLSIM. With a synthetic data approach, an empirical log-likelihood ratio statistic for the nonparametric part is defined and it is shown that its limiting distribution is not a central chi-squared distribution. To increase the accuracy of the confidence interval, we also propose a corrected empirical log-likelihood ratio statistic for the nonparametric function. The resulting statistic is proved to follow a standard chi-squared limiting distribution. Simulation studies are undertaken to assess the finite sample performance of the proposed confidence intervals. A real example is also considered. 2013-11-01T01:01:01Z 2019-12-06T19:53:05Z 2013-11-01T01:01:01Z 2019-12-06T19:53:05Z 2011 2011 Journal Article Huang, Z., & Pang, Z. (2011). Corrected empirical likelihood inference for right-censored partially linear single-index model. Journal of multivariate analysis, 105(1), 276-284. 0047-259X https://hdl.handle.net/10356/98275 http://hdl.handle.net/10220/17188 10.1016/j.jmva.2011.10.002 en Journal of multivariate analysis |
| spellingShingle | DRNTU::Science::Mathematics Huang, Zhensheng. Pang, Zhen. Corrected empirical likelihood inference for right-censored partially linear single-index model |
| title | Corrected empirical likelihood inference for right-censored partially linear single-index model |
| title_full | Corrected empirical likelihood inference for right-censored partially linear single-index model |
| title_fullStr | Corrected empirical likelihood inference for right-censored partially linear single-index model |
| title_full_unstemmed | Corrected empirical likelihood inference for right-censored partially linear single-index model |
| title_short | Corrected empirical likelihood inference for right-censored partially linear single-index model |
| title_sort | corrected empirical likelihood inference for right censored partially linear single index model |
| topic | DRNTU::Science::Mathematics |
| url | https://hdl.handle.net/10356/98275 http://hdl.handle.net/10220/17188 |
| work_keys_str_mv | AT huangzhensheng correctedempiricallikelihoodinferenceforrightcensoredpartiallylinearsingleindexmodel AT pangzhen correctedempiricallikelihoodinferenceforrightcensoredpartiallylinearsingleindexmodel |