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Books, Free Shipping, Empirical Likelihood In Nonparametric And Semiparametric Models

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Product Description:

This book is composed of ten chapters. The first chapter contains the preliminary

knowledge about empirical likelihood and other relevant nonparametric methods. Chapters 2 and 3 analyze the section-data using the single-index model and the partially linear single-index model. Chapters 4 through 6 investigate the longitudinal data using the partially linear model, the varying coefficient model and a nonparametric regression model. Chapter 7 discusses nonlinear errors-in-covariables models with validation data. Chapters 8 through 10 investigate missing data under the framework of the linear model, a nonparametric regression model and the partially linear model. Every chapter, except for Chapter 1, of this book is self-contained so that the reader could focus on any chapter without much effect on the understanding of the others, and hence can read any chapters according to reader's own interest. The emphasis of this book is on methodologies rather than on theory, with a particular focus on applications of the empirical likelihood techniques to various semiparametric regression models. Key technical arguments are presented in the "proofs sections" at the end of each chapter. This gives interested researchers an idea of how the theoretical results are obtained. Also from the style of material organization, this book is more likely a lecture note, rather than a textbook. Most materials come from authors' research articles.

This book intends to provide a useful reference for researchers and to serve as a lecture note to postgraduate students. It is especially for the people working in the nonparametric and semiparametric statistics areas or applying the empirical likelihood method to other areas.



Chapter 1 Preliminary knowledge

1.1 Empirical likelihood (EL)

1.2 Bootstrap method

1.3 Smoothing methods

1.4 Cross-validation

1.5 Data sets

1.6 Some notations

Chapter 2 EL for single-index models

2.1 Introduction

2.2 Methods and results

2.3 Simulation results

2.4 Proofs

Chapter 3 EL in a partially linear single-index model

3.1 Introduction

3.2 Methodology

3.3 Simulation results

3.4 Proofs

Chapter 4 EL semiparametric regression analysis

4.1 Introduction

4.2 Maximum EL estimator

4.3 Confidence regions for regression coefficients

4.4 Confidence intervals for baseline function

4.5 Numerical results

4.6 Proofs

Chapter 5 EL for a varying coefficient model

5.I Introduction

5.2 Naive EL and maximum EL estimation

5.3 Two bias corrections

5.4 Asymptotic confidence regions

5.5 Numerical results

5.6 Proofs of Theorems

Chapter 6 EL local polynomial regression analysis

6.1 Introduction

6.2 Naive empirical likelihood

6.3 A bias correction method

6.4 Asymptotic confidence regions

6.5 Bandwidth selection

6.6 Numerical results

6.7 Concluding remarks

6.8 Proofs of Theorems

Chapter 7 EL in nonlinear EV models

7.1 Introduction

7.2 Estimated EL

7.3 Adjusted EL

7.4 Simulations and application

7.5 Conclusions

7.6 Proofs

Chapter 8 EL for the linear models

Chapter 9 EL for response mean

Chapter 10 EL for a semiparametric regression model



Product Details

Author Liugen Xue

Publisher Science Press

Isbn 9787030278340

Published July 2010

Pages 246

Size 16K

Edition First

Format Hardcover

Language English

Page material gelatine plate paper

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