Weighted-Correct Empirical likelihood for Linear EV Models

Abstract:

The empirical likelihood inference based weighted correction in linear EV model with missing responses is studied. A weighted-correct empirical likelihood method is developed. It can be shown that the weighted-correct empirical likelihood ratio is asymptotically standard chi-square. The results can be used directly to construct the asymptotic confidence regions of the unknown parameters. The estimation procedure is relatively simple and the estimated efficiency has been greatly improved.

• Periodical: Advanced Materials Research (Volumes 524-527)
• Pages: 3884-3887
• DOI: https://doi.org/10.4028/www.scientific.net/AMR.524-527.3884
• Online since: May 2012
• Authors: Yu Ying Jiang, Xiao Feng Zhu
• Keywords: Empirical Likelihood, Linear EV Model, Missing Data

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