Empirical Likelihood for Semiparametric Varying-Coefficient Heteroscedastic Partially Linear Models
Received:May 28, 2010  Revised:November 20, 2010
Key Words: Empirical likelihood   heteroscedastic partially linear model   varying-coefficient model   local linear method   confidence region.  
Fund Project:Supported by the National Natural Science Foundation of China (Grant No.71171003), Natural Science Research Project of Anhui Provincial Colleges (Grant No.KJ2011A032), Anhui Polytechnic University Foundation for Recruiting Talent (Grant Nos.2011YQQ004; 2009YQQ005), Young Teachers Science Research Foundation of Anhui Polytechnic University (Grant No.2009YQ035) and Anhui Provincial Natural Science Foundation.
Author NameAffiliation
Guo Liang FAN School of Mathematics & Physics, Anhui Polytechnic University, Anhui 241000, P. R. China
Department of Mathematics, Tongji University, Shanghai 200092, P. R. China 
Hong Xia XU School of Mathematics & Physics, Anhui Polytechnic University, Anhui 241000, P. R. China
 
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Abstract:
      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\
Citation:
DOI:10.3770/j.issn:2095-2651.2012.01.011
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