Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data

Jianglin Fang; Wanrong Liu; Xuewen Lu

doi:10.1007/s00184-018-0642-7

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Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data

Jianglin Fang Wanrong Liu Xuewen Lu

Year: 2018 Journal: Metrika Vol: 81 (3)Pages: 255-281 Publisher: Springer Science+Business Media

DOI: 10.1007/s00184-018-0642-7

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Keywords:

Mathematics Heteroscedasticity Empirical likelihood Statistics Index (typography) Econometrics Maximum likelihood Linear model Estimator Computer science

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Spatial and Panel Data Analysis

Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics

Financial Risk and Volatility Modeling

Social Sciences → Economics, Econometrics and Finance → Finance

Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data

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