半函数部分线性模型的经验似然推断

摘要

The estimation for semi-functional partial linear model was considered .The empirical likeli-hood method was developed to make inference for parameter of interest .The empirical likelihood ratio for the parameter was constructed , and it was asymptotically standard chi-square distribution .Therefore , the corresponding confidence region of the parameter was constructed .At the same time , the estimator of the nonparametric function was given , and the theoretical property of the convergence rate was studied under certain regular conditions .%考虑了半函数部分线性回归模型的估计问题.在函数型数据下发展了经验似然方法.构造了参数分量的经验似然比函数,得到提出的经验对数似然比渐近于χ2分布,可用此结果构造兴趣参数的置信域.同时,也给出了非参数函数的估计,在一定的正则条件下给出了其收敛速度.