Calibration of the empirical likelihood for semiparametric varying-coe cient partially linear models with diverging number of parameters
Calibration of the empirical likelihood for semiparametric varying-coe cient partially linear models with diverging number of parameters
This article is concerned with the calibration of the empirical likelihood for semiparametric varying-coefficient partially linear models with diverging number of parameters. However, there is always substantial lack-of-fit, when the empirical likelihood ratio is calibrated by a bias-corrected empirical likelihood, producing tests with type I errors much larger than nominal levels. So we consider an eective calibration method and study the asymptotic behavior of this bias-corrected empirical likelihood ratio function. Some simulation studies are conducted to illustrate our approach.
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- Yayın Aralığı: Yılda 6 Sayı
- Başlangıç: 2002
- Yayıncı: Hacettepe Üniversitesi Fen Fakultesi
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