缺失数据下经验似然的冗余性问题

J4 ›› 2011, Vol. 46 ›› Issue (6): 84-89.

缺失数据下经验似然的冗余性问题

祝丽萍1,2

1. 山东大学数学学院, 山东济南 250100; 2. 昌吉学院数学系, 新疆昌吉 831100

收稿日期:2010-05-26 出版日期:2011-06-16 发布日期:2011-12-19
作者简介:祝丽萍 (1973- ),女,讲师,博士研究生,研究方向为非参数统计. Email:lipingzhu2002@163.com
基金资助:
新疆维吾尔自治区高校青年教师科研启动基金资助项目 (XJEDU2008563)

Redundancy of empirical likelihood for missing data problems

ZHU Liping1,2

1. School of Mathimatics, Shandong University, Jinan 250100, Shandong, China;
2. Department of Mathematics, Changji College, Changji 831100, Xinjiang, China

Received:2010-05-26 Online:2011-06-16 Published:2011-12-19

摘要/Abstract

摘要：

讨论了一般情形下经验似然的冗余性问题, 并得到了经验似然的冗余性结果。推广了广义矩估计(GMM)的冗余性结果,然后用结果解释了经验似然估计的奇异现象。模拟实验结果证实了经验似然的冗余性对估计的影响。

关键词: 冗余;经验似然;缺失数据

Abstract:

The redundancy of empirical likelihood is considered, and some redundancy results of empirical likelihood are obtained. Then the redundancy results of GMM are extended, and the counterintuitive result is also explained. Simulations results prove the influence of the redundancy of empirical likelihood on the efficiency of estimators.

Key words: redundancy; empirical likelihood; missing data

祝丽萍1,2. 缺失数据下经验似然的冗余性问题[J]. J4, 2011, 46(6): 84-89.

ZHU Liping1,2. Redundancy of empirical likelihood for missing data problems[J]. J4, 2011, 46(6): 84-89.

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