Empirical likelihood for quantiles under negatively associated samples

被引：11

作者：

Lei, Qingzhu ^{[1
]}

Qin, Yongsong ^{[1
]}

机构：

[1] Guangxi Normal Univ Guilin, Sch Math Sci, Guangxi 541004, Peoples R China

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2011年 / 141卷 / 03期

基金：

中国国家自然科学基金;

关键词：

Quantile; Blockwise empirical likelihood; Negatively associated sample; Confidence interval; WEAKLY DEPENDENT PROCESSES; RANDOM-VARIABLES; CONFIDENCE-INTERVALS; ASYMPTOTIC NORMALITY; MOMENT INEQUALITIES; CONVERGENCE; SEQUENCES; ESTIMATOR; SUMS;

D O I：

10.1016/j.jspi.2010.10.005

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 study the construction of confidence intervals for quantiles of a population under a negatively associated sample by using the blockwise technique. It is shown that the blockwise empirical likelihood (EL) ratio statistic is asymptotically chi(2)-type distributed. The result is used to obtain EL based confidence intervals for quantiles of a population. Results of a simulation study on the finite sample performance of the proposed confidence intervals are reported. (C) 2010 Elsevier B.V. All rights reserved.

引用

页码：1325 / 1332

页数：8

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