Empirical likelihood hypothesis test on mean with inequality constraints

被引：3

作者：

Chen Li ^{[1
,2
]}

Shi Jian ^{[1
]}

机构：

[1] Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China

[2] Yunnan Univ, Sch Math & Stat, Kunming 650091, Peoples R China

来源：

SCIENCE CHINA-MATHEMATICS | 2011年 / 54卷 / 09期

关键词：

empirical likelihood; hypothesis test; inequality constraint; chi-bar square; least favorable point; ESTIMATING EQUATIONS;

D O I：

10.1007/s11425-011-4274-x

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

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.

引用

页码：1847 / 1857

页数：11

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