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Empirical Likelihood for Single-Index Regression Models under Negatively Associated Errors

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  • Zheng-Yan Lin
  • Ran Wang

Abstract

In this article, we use bockwise empirical likelihood technique to construct confidence regions for the parameter of the single-index models under negatively associated errors. It is shown that the blockwise empirical likelihood ratio statistic for the parameter of interest is asymptotically χ2-type distributed. The result can be used to obtain confidence regions for the parameter of interest.

Suggested Citation

  • Zheng-Yan Lin & Ran Wang, 2015. "Empirical Likelihood for Single-Index Regression Models under Negatively Associated Errors," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(9), pages 1854-1868, May.
    • Handle: RePEc:taf:lstaxx:v:44:y:2015:i:9:p:1854-1868
    DOI: 10.1080/03610926.2012.758746
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