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个人信息Personal Information
副教授
博士生导师
硕士生导师
性别：男
毕业院校：吉林大学
学位：博士
所在单位：数学科学学院
学科：概率论与数理统计. 金融数学与保险精算
办公地点：数学科学学院5楼
电子邮箱：wangxg@dlut.edu.cn
Profile Likelihood Inferences on the Partially Linear Model with a Diverging Number of Parameters
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论文类型：期刊论文
发表时间：2014-01-02
发表刊物：COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
收录刊物：SCIE、EI、Scopus
卷号：43
期号：1
页面范围：13-27
ISSN号：0361-0926
关键字：Profile likelihood; Partially linear model; Polynomial splines; PLR statistic
摘要：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.