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

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