Empirical Likelihood in Generalized Linear Models with Working Covariance Matrix

• 作者: Xiu-qing ZHOU Qi-bing GAO Chun-hua ZHU Xiu-li DU Liu-liu MAO
• 来源期刊: 应用数学学报（英文版）
• 年，卷（期）: 2022,（1）
• 页码范围: 87-97
• 页数: 11页
• 语种: 英文

摘要

Empirical likelihood in generalized linear models with multivariate responses and working covari-ance matrix is discussed.Under the weakest assumption on eigenvalues of Fisher's information matrix and some other regular conditions,we prove that the non-parametric Wilk's property still holds,that is,the empirical log-likelihood ratio at the true parameter values converges to the standard chi-square distribution.Numerical simulations are given to verify our theoretical result.