Empirical likelihood inference for probability density functions under association

被引：5

作者：

Xiong, Xianzhu ^{[1
]}

Lin, Zhengyan ^{[1
]}

机构：

[1] Zhejiang Univ, Dept Math, Hangzhou 310027, Zhejiang, Peoples R China

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2012年 / 142卷 / 04期

基金：

中国国家自然科学基金;

关键词：

Empirical likelihood; Probability density function; Associated sample; Confidence interval; WEAKLY DEPENDENT PROCESSES; CONFIDENCE-INTERVALS; LINEAR-MODELS; QUANTILES; REGIONS;

D O I：

10.1016/j.jspi.2011.11.006

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we consider to apply the empirical likelihood method to a probability density function under an associated sample. It is shown that the empirical likelihood ratio statistic is asymptotically chi(2)-type distributed under some mild conditions. The result is used to construct empirical likelihood-based confidence intervals on the probability density function. (C) 2011 Elsevier B.V. All rights reserved.

引用

页码：986 / 992

页数：7

共 21 条

[1] On the second-order properties of empirical likelihood with moment restrictions [J].

Chen, Song Xi ;

Cui, Hengjian .

JOURNAL OF ECONOMETRICS, 2007, 141 (02) :492-516

[2]

Chen SX, 2009, STAT SINICA, V19, P71

[3] SMOOTHED EMPIRICAL LIKELIHOOD CONFIDENCE-INTERVALS FOR QUANTILES [J].

CHEN, SX ;

HALL, P .

ANNALS OF STATISTICS, 1993, 21 (03) :1166-1181

[4] On Bartlett correction of empirical likelihood in the presence of nuisance parameters [J].

Chen, SX ;

Cui, HJ .

BIOMETRIKA, 2006, 93 (01) :215-220

[5] EMPIRICAL LIKELIHOOD CONFIDENCE-INTERVALS FOR LINEAR-REGRESSION COEFFICIENTS [J].

CHEN, SX .

JOURNAL OF MULTIVARIATE ANALYSIS, 1994, 49 (01) :24-40

[6] ON THE ACCURACY OF EMPIRICAL LIKELIHOOD CONFIDENCE-REGIONS FOR LINEAR-REGRESSION MODEL [J].

CHEN, SX .

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1993, 45 (04) :621-637

[7] Empirical likelihood confidence intervals for nonparametric density estimation [J].

Chen, SX .

BIOMETRIKA, 1996, 83 (02) :329-341

[8] NEGATIVE ASSOCIATION OF RANDOM-VARIABLES, WITH APPLICATIONS [J].

JOAGDEV, K ;

PROSCHAN, F .

ANNALS OF STATISTICS, 1983, 11 (01) :286-295

[9] Empirical likelihood methods with weakly dependent processes [J].

Kitamura, Y .

ANNALS OF STATISTICS, 1997, 25 (05) :2084-2102

[10]

KOLACZYK ED, 1994, STAT SINICA, V4, P199

← 1 2 3 →