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Empirical likelihood for nonparametric regression models with spatial autoregressive errors
Journal of the Korean Statistical Society ( IF 0.6 ) Pub Date : 2020-10-10 , DOI: 10.1007/s42952-020-00088-z
Yinghua Li , Yongsong Qin , Yuan Li

In this paper, we propose to use the empirical likelihood (EL) method to construct confidence regions for nonparametric regression models with spatial autoregressive errors. It is shown that the EL statistics for the related parameters asymptotically have chi-squared distributions, which are used to construct confidence regions for the parameters. Results from simulation study and real data analysis are also presented.



中文翻译:

具有空间自回归误差的非参数回归模型的经验似然

在本文中,我们建议使用经验似然(EL)方法构造具有空间自回归误差的非参数回归模型的置信区域。结果表明,相关参数的EL统计量渐近地具有卡方分布,用于构造参数的置信区域。还提供了仿真研究和真实数据分析的结果。

更新日期:2020-10-11
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