1. Interval estimation for a simple bilinear model.
- Author
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Feng, Huijun, Peng, Liang, and Zhu, Fukang
- Subjects
- *
INTERVAL analysis , *ESTIMATION theory , *BILINEAR forms , *MATHEMATICAL models , *EMPIRICAL research , *ASYMPTOTIC expansions , *ANALYSIS of variance , *CONFIDENCE intervals , *ERROR analysis in mathematics - Abstract
Abstract: Empirical likelihood methods based on some weighted score equations are proposed for constructing confidence intervals for the coefficient in the simple bilinear model without assuming normality for the errors and without estimating the asymptotic variance explicitly. A simulation study confirms the good finite sample behavior of the proposed methods. [Copyright &y& Elsevier]
- Published
- 2013
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