Empirical likelihood for the class of single index hazard regression models. (English) Zbl 1327.62469
Summary: Based on the B spline approximation technique and right censored data, we consider the empirical likelihood inference for the index parameters and its partial components in a class of single index hazard regression models. Under some regular conditions, we show that our proposed empirical likelihood ratio statistics follow the standard \(\chi^2\) distribution. Some numerical studies are given to illustrate our proposed methodology.
MSC:
| 62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |
| 62H12 | Estimation in multivariate analysis |
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