半参数变系数异方差部分线性模型下的经验似然

Empirical Likelihood for Semiparametric Varying-Coefficient Heteroscedastic Partially Linear Models

中文关键词:  经验似然  异方差部分线性模型  变系数模型  局部线性方法  置信域.

英文关键词:Empirical likelihood  heteroscedastic partially linear model  varying-coefficient model  local linear method  confidence region.

中文摘要:

      考虑半参数变系数异方差部分线性模型$Y_i=X^\tau_i\beta+Z^\tau_i\alpha(T_i)+\sigma_i e_i,1\

英文摘要:

      Consider the semiparametric varying-coefficient heteroscedastic partially linear model $Y_i=X^\t_i\b+Z^\t_i\a(T_i)+\s_i e_i$, $1\