Empirical Likelihood Inference for Nonparametric Part in Partially Linear EV Model

摘要

In this paper, the empirical likelihood inference for nonparametric part in partially linear EV model is considered. Empirical log-likelihood ratio statistic for nonparametric part is suggested. It is proved that the proposed statistic is asymptotically standard chi-squared under some suitable conditions, and hence it can be used to construct the point confidence region for nonparametric part.