Empirical likelihood for linear models with spatial errors
Methodology
2018-08-28 v1
Abstract
For linear models with spatial errors, the empirical likelihood ratio statistics are constructed for the parameters of the models. It is shown that the limiting distributions of the empirical likelihood ratio statistics are chi-squared distributions, which are used to construct confidence regions for the parameters of the models.
Cite
@article{arxiv.1808.08793,
title = {Empirical likelihood for linear models with spatial errors},
author = {Yongsong Qin},
journal= {arXiv preprint arXiv:1808.08793},
year = {2018}
}