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Adjusted empirical likelihood for varying coefficient partially linear models with censored data. (English) Zbl 1267.62061

Summary: By constructing an adjusted auxiliary vector ingeniously, we propose an adjusted empirical likelihood ratio function for the parametric components of varying coefficient partially linear models with censored data. It is shown that its limiting distribution is standard central chi-squared. Then the confidence intervals for the parametric components are constructed. A simulation study and a real data analysis are undertaken to assess the finite sample performance of the proposed method.

MSC:

62G08 Nonparametric regression and quantile regression
62J05 Linear regression; mixed models
62N01 Censored data models
62G05 Nonparametric estimation
62H12 Estimation in multivariate analysis
62F25 Parametric tolerance and confidence regions
65C60 Computational problems in statistics (MSC2010)
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