中文摘要：

研究了鞅差误差下部分线性变系数模型误差方差的Jackknife经验似然.首先得到了误差方差的Jack-knife 估计量 ,其次利用所得到的估计量构造了误差方差的 Jackknife 经验似然统计量, 进一步证明了所提出 的估计量渐近服从正态分布, Jackknife经验似然统计量渐近服从卡方分布.

英文摘要：

This paper studies the Jackknife empirical likelihood of error variance in partial linear varying-coefficient model under martingale difference.First the Jackknife estimator of the error variance was ob-tained and then the Jackknife empirical likelihood statistic of the error variance was constructed by using the Jackknife estimator obtained.It was proved that the proposed estimator asymptotically obeys the nor-mal distribution and the Jackknife empirical likelihood statistic asymptotically follows the chi-square dis-tribution.