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.
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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. |
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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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