Empirical likelihood inference for logistic equation with random perturbation
Hu Xuemei1
刊名JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
2014
卷号27期号:2页码:350-359
关键词MOMENT RESTRICTIONS Empirical likelihood ratio statistic estimating equations logistic equation with random perturbation maximum empirical likelihood estimations maximum likelihood estimation
ISSN号1009-6124
其他题名EMPIRICAL LIKELIHOOD INFERENCE FOR LOGISTIC EQUATION WITH RANDOM PERTURBATION
英文摘要Empirical likelihood (EL) combined with estimating equations (EE) provides a modern semi-parametric alternative to classical estimation techniques such as maximum likelihood estimation (MLE). This paper not only uses closed form of conditional expectation and conditional variance of Logistic equation with random perturbation to perform maximum empirical likelihood estimation (MELE) for the model parameters, but also proposes an empirical likelihood ratio statistic (ELRS) for hypotheses concerning the interesting parameter. Monte Carlo simulation results show that MELE and ELRS provide competitive performance to parametric alternatives.
资助项目[National Natural Science Foundation of China] ; [Natural Science Foundation Project of CQ CSTC] ; [National Basic Research Program of China]
语种英语
CSCD记录号CSCD:5112277
内容类型期刊论文
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/55020]  
专题中国科学院数学与系统科学研究院
作者单位1.中国科学院数学与系统科学研究院
2.北京大学
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Hu Xuemei. Empirical likelihood inference for logistic equation with random perturbation[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2014,27(2):350-359.
APA Hu Xuemei.(2014).Empirical likelihood inference for logistic equation with random perturbation.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,27(2),350-359.
MLA Hu Xuemei."Empirical likelihood inference for logistic equation with random perturbation".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 27.2(2014):350-359.
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