Empirical likelihood hypothesis test on mean with inequality constraints

被引:0
作者
CHEN Li 1
2 Academy of Mathematics and Systems Science
机构
关键词
empirical likelihood; hypothesis test; inequality constraint; chi-bar square; least favorable point;
D O I
暂无
中图分类号
O212.1 [一般数理统计];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Hypothesis test on the population mean with various inequality constraints is studied in this paper.The empirical likelihood method is applied to construct test statistics.Limiting distributions of the empirical likelihood ratio test statistics are proven to be a weighted mixture of chi-square distributions.Numerical results are presented to show the validity of the proposed method.
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页码:1847 / 1857
页数:11
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