Zhejiang Daxue xuebao. Lixue ban (Jan 2015)

Empirical likelihood confidence intervals for functional nonparametric models(函数型数据的经验似然推断)

ZHOUHui(周慧),
LIJie(李杰)

Affiliations

ZHOUHui(周慧): 1.College of Economics, Hangzhou Dianzi University, Hangzhou 310018, China( 1.杭州电子科技大学经济学院，浙江　杭州　310018)
LIJie(李杰): 2.School of Mathematics and Statistics, Zhejiang University of Finance and Economics, Hangzhou 310018, China( 2.浙江财经大学数学与统计学院，浙江　杭州　310018)

DOI: https://doi.org/10.3785/j.issn.1008-9497.2015.01.014
Journal volume & issue: Vol. 42, no. 1
pp. 93 – 96

Abstract

基于α-混合函数型数据，依据模型Y=E[ψx(Y，θx) | X = x]+ε回归函数的稳健Nadaraya-Watson估计，构造了估计方程，导出了关于参数θx的经验似然定理，并构建了θx的经验似然置信区间.

Published in Zhejiang Daxue xuebao. Lixue ban

ISSN: 1008-9497 (Print)
Publisher: Zhejiang University Press
Country of publisher: China
LCC subjects: Science: Mathematics: Instruments and machines: Electronic computers. Computer science; Science: Physics
Website: https://www.zjujournals.com/sci/EN/1008-9497/home.shtml

About the journal