Release Time:2019-03-09  Hits:

Indexed by: Journal Article

Date of Publication: 2014-01-02

Journal: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

Included Journals: Scopus、EI、SCIE

Volume: 43

Issue: 1

Page Number: 13-27

ISSN: 0361-0926

Key Words: Profile likelihood; Partially linear model; Polynomial splines; PLR statistic

Abstract: In this article, we study the profile likelihood estimation and inference on the partially linear model with a diverging number of parameters. Polynomial splines are applied to estimate the nonparametric component and we focus on constructing profile likelihood ratio statistic to examine the testing problem for the parametric component in the partially linear model. Under some regularity conditions, the asymptotic distribution of profile likelihood ratio statistic is proposed when the number of parameters grows with the sample size. Numerical studies confirm our theory.