{"title":"高维部分泛函线性模型的经验似然","authors":"Zhiqiang Jiang, Zhensheng Huang, Guoliang Fan","doi":"10.1142/S2010326320500173","DOIUrl":null,"url":null,"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.","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Empirical likelihood for high-dimensional partially functional linear model\",\"authors\":\"Zhiqiang Jiang, Zhensheng Huang, Guoliang Fan\",\"doi\":\"10.1142/S2010326320500173\",\"DOIUrl\":null,\"url\":null,\"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.\",\"PeriodicalId\":0,\"journal\":{\"name\":\"\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0,\"publicationDate\":\"2020-10-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1142/S2010326320500173\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1142/S2010326320500173","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Empirical likelihood for high-dimensional partially functional linear model
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.