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| 摘要: |
| 考虑非线性半参数回归模型,构造了模型中未知参数的经验欧氏似然比统计量,并证明了所提出的统计量具有渐近χ2分布,由此,可构造未知参数的置信域. |
| 关键词: 非线性半参数回归模型 经验欧氏似然 χ2分布 |
| DOI： |
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| Empirical Euclidean Likelihood Regions of the Parameters in Nonlinear Semiparametric Regression Models |
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FANG Lian-di
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| Abstract: |
| In this paper,we consider the nonlinear semiparametric regression model and construct empirical Euclidean likelihood ratio statistics for the unkown parameters.It is shown that the proposed statistics has the asymptotic standard chi-square distribution,and hence it can be used to construct the confidence region of the unknown parameter. |
| Key words: nonlinear semiparametric regression model empirical Euclidean likelihood chi-square distribution |
