Existing blockwise empirical likelihood(BEL)method blocks the observations or their analogues,which is proven useful under some dependent data settings.In this paper,we introduce a new BEL(NBEL)method by blocking the ...Existing blockwise empirical likelihood(BEL)method blocks the observations or their analogues,which is proven useful under some dependent data settings.In this paper,we introduce a new BEL(NBEL)method by blocking the scoring functions under high dimensional cases.We study the construction of confidence regions for the parameters in spatial autoregressive models with spatial autoregressive disturbances(SARAR models)with high dimension of parameters by using the NBEL method.It is shown that the NBEL ratio statistics are asymptoticallyχ^(2)-type distributed,which are used to obtain the NBEL based confidence regions for the parameters in SARAR models.A simulation study is conducted to compare the performances of the NBEL and the usual EL methods.展开更多
基金Supported by the National Natural Science Foundation of China(12061017,12361055)the Research Fund of Guangxi Key Lab of Multi-source Information Mining&Security(22-A-01-01)。
文摘Existing blockwise empirical likelihood(BEL)method blocks the observations or their analogues,which is proven useful under some dependent data settings.In this paper,we introduce a new BEL(NBEL)method by blocking the scoring functions under high dimensional cases.We study the construction of confidence regions for the parameters in spatial autoregressive models with spatial autoregressive disturbances(SARAR models)with high dimension of parameters by using the NBEL method.It is shown that the NBEL ratio statistics are asymptoticallyχ^(2)-type distributed,which are used to obtain the NBEL based confidence regions for the parameters in SARAR models.A simulation study is conducted to compare the performances of the NBEL and the usual EL methods.
