Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models

Li Yan, Junwei He and Xia Chen

Journal of Nonparametric Statistics, 2021, vol. 33, issue 1, 82-100

Abstract: In this paper, we study the variable selection and parameter estimation for the semiparametric varying-coefficient partially linear models when the covariates are measured with errors. The proposed penalised empirical likelihood estimators are shown to possess the oracle property. Also, we conclude that the asymptotic distribution of penalised empirical likelihood ratio test statistic is a chi-square distribution under the null hypothesis. Some simulations and an application are given to illustrate the performance of the proposed method.

Date: 2021
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DOI: 10.1080/10485252.2021.1919305

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