Empirical Likelihood Test for Regression Coefficients in High Dimensional Partially Linear Models

作     者：LIU Yan REN Mingyang ZHANG Sanguo LIU Yan;REN Mingyang;ZHANG Sanguo

作者机构：School of Mathematical SciencesUniversity of Chinese Academy of SciencesBeijing 100049China Key Laboratory of Big Data Mining and Knowledge ManagementChinese Academy of SciencesBeijing 100190China 

出 版 物：《Journal of Systems Science & Complexity》 (系统科学与复杂性学报（英文版）)

年 卷 期：2021年第34卷第3期

页      面：1135-1155页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：supported by the University of Chinese Academy of Sciences under Grant No.Y95401TXX2 Beijing Natural Science Foundation under Grant No.Z190004 Key Program of Joint Funds of the National Natural Science Foundation of China under Grant No.U19B2040 

主　　题：Empirical likelihood test high dimensional analysis partially linear models regression coefficients 

摘      要：This paper considers tests for regression coefficients in high dimensional partially linear *** authors first use the B-spline method to estimate the unknown smooth function so that it could be linearly ***,the authors propose an empirical likelihood method to test regression *** authors derive the asymptotic chi-squared distribution with two degrees of freedom of the proposed test statistics under the null *** addition,the method is extended to test with nuisance *** show that the proposed method have a good performance in control of type-I error rate and *** proposed method is also employed to analyze a data of Skin Cutaneous Melanoma(SKCM).