Empirical likelihood for high-dimensional partially functional linear model

IF 0.9 4区数学 Q4 PHYSICS, MATHEMATICAL

Random Matrices-Theory and Applications Pub Date : 2020-10-01 DOI:10.1142/S2010326320500173

Zhiqiang Jiang, Zhensheng Huang, Guoliang Fan

引用次数: 1

Abstract

This paper considers empirical likelihood inference for a high-dimensional partially functional linear model. An empirical log-likelihood ratio statistic is constructed for the regression coefficients of non-functional predictors and proved to be asymptotically normally distributed under some regularity conditions. Moreover, maximum empirical likelihood estimators of the regression coefficients of non-functional predictors are proposed and their asymptotic properties are obtained. Simulation studies are conducted to demonstrate the performance of the proposed procedure and a real data set is analyzed for illustration.

查看原文本刊更多论文

高维部分泛函线性模型的经验似然

本文研究了高维部分泛函线性模型的经验似然推理。构造了非功能预测因子回归系数的经验对数似然比统计量，并证明了其在一定的正则性条件下是渐近正态分布的。此外，提出了非泛函预测因子回归系数的极大经验似然估计，并得到了它们的渐近性质。通过仿真研究验证了该方法的有效性，并对一个真实数据集进行了分析。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文求助全文

来源期刊

Random Matrices-Theory and Applications Decision Sciences-Statistics, Probability and Uncertainty

CiteScore

1.90

自引率

11.10%

发文量

期刊介绍： Random Matrix Theory (RMT) has a long and rich history and has, especially in recent years, shown to have important applications in many diverse areas of mathematics, science, and engineering. The scope of RMT and its applications include the areas of classical analysis, probability theory, statistical analysis of big data, as well as connections to graph theory, number theory, representation theory, and many areas of mathematical physics. Applications of Random Matrix Theory continue to present themselves and new applications are welcome in this journal. Some examples are orthogonal polynomial theory, free probability, integrable systems, growth models, wireless communications, signal processing, numerical computing, complex networks, economics, statistical mechanics, and quantum theory. Special issues devoted to single topic of current interest will also be considered and published in this journal.