CAJ | 학술논문

本文中,我们针对误差为m-相依序列的固定设计的部分线性模型,运用经验似然方法和分组经验似然方法,构造了回归参数的对数经验似然比检验统计量,并且证明了分组经验似然比检验统计量在参数取真值时是渐近地服从卡方分布的.模拟计算表明分组经验似然方法的有效性.
본문중,아문침대오차위m-상의서렬적고정설계적부분선성모형,운용경험사연방법화분조경험사연방법,구조료회귀삼수적대수경험사연비검험통계량,병차증명료분조경험사연비검험통계량재삼수취진치시시점근지복종잡방분포적.모의계산표명분조경험사연방법적유효성.
In this paper,the empirical likelihood method is extended to partial linear models with fixed designs under m-dependent errors.We show that not the usual empirical likelihood but the blockwise empirical likelihood works in this situation,and the blockwise empirical log-likelihood ratio is asymptotically chi-squared distributed.A simulation study is reported to show its efficiency.