Abstract Based on profiled empirical likelihood method, the quasi-likelihood functions of the double generalized linear models were considered as the constraints of the profile empirical likelihood ratio function. The confidence intervals of unknown parameters in double generalized linear models were constructed. Finally, simulation studies show that this method is more useful and effective than normal approximation.
WANG Zi-hao, WU Liu-cang, DAI Lin. Empirical likelihood for double generalized linear models. Applied Mathematics A Journal of Chinese Universities, 2015, 30(1): 10-16.
