- Hacettepe Journal of Mathematics and Statistics
- Vol: 48 Issue: 1
- Calibration of the empirical likelihood for semiparametric varying-coefficient partially linear mode...
Calibration of the empirical likelihood for semiparametric varying-coefficient partially linear models with diverging number of parameters
Authors : Junwei He, Xia Chen
Pages : 230-241
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Publication Date : 2019-02-01
Article Type : Research
Abstract :This article is concerned with the calibration of the empirical likelihood for semiparametric varying-coefficient partially linear models with diverging number of parameters. However, there is always substantial lack-of-fit, when the empirical likelihood ratio is calibrated by a bias-corrected empirical likelihood, producing tests with type I errors much larger than nominal levels. So we consider an effective calibration method and study the asymptotic behavior of this bias-corrected empirical likelihood ratio function. Some simulation studies are conducted to illustrate our approach.Keywords : Varying-coefficient partially linear models, Empirical likelihood, Bias correction, Asymptotic normality, Coverage accuracy