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Blockwise Empirical Likelihood Method for Spatial Dependent Data

应用数学 2025年第1期38卷 47-63页

作者： TANG Jie ZOU Yunlong QIN Yongsong LI Yufang School of Statislics Beijing Normal UniversityZhuhai 519000China School of Mathematics and Statistics Guangxi Normal UniversityGuilin 541006China

Existing blockwise empirical likelihood(BEL)method blocks the observations or their analogues,which is proven useful under some dependent data *** this paper,we introduce a new BEL(NBEL)method by blocking the scoring functions under high dimensional *** study the construction of confidence regions for the parameters in spatial autoregressive models with spatial autoregressive disturbances(SARAR models)with high dimension of parameters by using the NBEL *** is shown that the NBEL ratio statistics are asymptoticallyχ^(2)-type distributed,which are used to obtain the NBEL based confidence regions for the parameters in SARAR models.A simulation study is conducted to compare the performances of the NBEL and the usual EL methods.

关键词： SARAR model Empirical likelihood Confidence region High-dimensional statistical inference

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