Empirical likelihood inference for probability density functions under association

被引：4

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 50 条

[21] Empirical likelihood inference for the mean residual life under random censorship
Qin, Gengsheng
Zhao, Yichuan
STATISTICS & PROBABILITY LETTERS, 2007, 77 (05) : 549 - 557
[22] Empirical Likelihood Inference for a Partially Linear Model under Longitudinal Data
Jiang, Yuying
ADVANCES IN CIVIL AND INDUSTRIAL ENGINEERING, PTS 1-4, 2013, 353-356 : 3355 - 3358
[23] Empirical Likelihood Inference for Nonparametric Regression Functions with Functional Stationary Ergodic Data
Xiong, Xian-Zhu
Lin, Zheng-Yan
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2013, 42 (19) : 3421 - 3431
[24] Empirical likelihood inference for the bivariate survival function under univariate censoring
Jinnah, Ali
Zhao, Yichuan
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2017, 46 (06) : 4348 - 4355
[25] Comparison of empirical likelihood and its dual likelihood under density ratio model
Li, Huapeng
Liu, Yang
Liu, Yukun
Zhang, Riquan
JOURNAL OF NONPARAMETRIC STATISTICS, 2018, 30 (03) : 581 - 597
[26] Maximum likelihood estimation using probability density functions of order statistics
Glen, Andrew G.
COMPUTERS & INDUSTRIAL ENGINEERING, 2010, 58 (04) : 658 - 662
[27] Learning, inference, and prediction on probability density functions with constrained Gaussian processes
Tran, Tien-Tam
Fradi, Anis
Samir, Chafik
INFORMATION SCIENCES, 2023, 642
[28] Empirical likelihood inference under stratified random sampling in the presence of measurement error
Wu C.-C.
Zhang R.-C.
Acta Mathematicae Applicatae Sinica, 2005, 21 (3) : 429 - 440
[29] Empirical likelihood inference for partial linear models under martingale difference sequence
Chen, Xia
Cui, Hengjian
STATISTICS & PROBABILITY LETTERS, 2008, 78 (17) : 2895 - 2901
[30] Empirical likelihood inference under stratified random sampling using auxiliary information
Zhong, CXB
Rao, JNK
AMERICAN STATISTICAL ASSOCIATION - 1996 PROCEEDINGS OF THE SECTION ON SURVEY RESEARCH METHODS, VOLS I AND II, 1996, : 798 - 803

← 1 2 3 4 5 →