An empirical likelihood method in a partially linear single-index model with right censored data

@article{Yang2012AnEL,
  title={An empirical likelihood method in a partially linear single-index model with right censored data},
  author={Y. P. Yang and Liu Gen Xue and Wei Cheng},
  journal={Acta Mathematica Sinica, English Series},
  year={2012},
  volume={28},
  pages={1041-1060}
}
Empirical-likelihood-based inference for the parameters in a partially linear single-index model with randomly censored data is investigated. We introduce an estimated empirical likelihood for the parameters using a synthetic data approach and show that its limiting distribution is a mixture of central chi-squared distribution. To attack this difficulty we propose an adjusted empirical likelihood to achieve the standard χ2-limit. Furthermore, since the index is of norm 1, we use this constraint… CONTINUE READING

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