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韦盛学.分位数回归模型的经验似然置信区域[J].广西科学,2009,16(1):48-51. [点击复制]
- WEI Sheng-xue.Empirical Likelihood Confidence Regions for Quantile Regression Models[J].Guangxi Sciences,2009,16(1):48-51. [点击复制]
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| 分位数回归模型的经验似然置信区域 |
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韦盛学
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| (玉林师范学院数学与计算机科学系, 广西玉林 537000) |
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| 摘要: |
| 在强平稳O-混合样本下,利用光滑经验似然方法,给出分位数回归模型参数的经验似然置信区域,得到类似于独立同分布时的结果.该结果优于非光滑LAD方法所得到的结果. |
| 关键词: 分位数回归模型 置信区域 光滑经验似然 |
| DOI： |
| 投稿时间：2007-07-09 |
| 基金项目: |
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| Empirical Likelihood Confidence Regions for Quantile Regression Models |
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WEI Sheng-xue
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| (Department of Mathematics and Computer Science, Yulin Normal University, Yulin, Guangxi, 537000, China) |
| Abstract: |
| We employ the smoothed empirical likelihood to construct the confidence regions of quantile regression models under strongly stationary O-mixing dependent samples, which generalizes results from independent and identical distribution (i.i.d.).The results are better than that of non-smooth LAD. |
| Key words: quantile regression models confidence regions smoothed empirical likelihood |
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