An empirical likelihood method in a partially linear single-index model with right censored data

Authors
Citation
Yang, Yi Ping, An empirical likelihood method in a partially linear single-index model with right censored data, Acta mathematica Sinica. English series (Print) , 28(5), 2012, pp. 1041-1060
ISSN journal
14398516
Volume
28
Issue
5
Year of publication
2012
Pages
1041 - 1060
Database
ACNP
SICI code
Abstract
Empirical-likelihood-based inference for the parameters in a partially linear single-index model with randomly censored data is investigated. We introduce an estimated empirical likelihood for the parameters using a synthetic data approach and show that its limiting distribution is a mixture of central chi-squared distribution. To attack this difficulty we propose an adjusted empirical likelihood to achieve the standard . 2-limit. Furthermore, since the index is of norm 1, we use this constraint to reduce the dimension of parameters, which increases the accuracy of the confidence regions. A simulation study is carried out to compare its finite-sample properties with the existing method. An application to a real data set is illustrated.