EMPIRICAL LIKELIHOOD FOR LINEAR MODELS UNDER m-DEPENDENT ERRORS

被引：1

作者：

Qin Yongsong* Jiang Bo Li Yufang Dept.of Math.

机构：

来源：

Applied Mathematics:A Journal of Chinese Universities | 2005年 / 02期

关键词：

m-dependent errors; linear model; empirical likelihood;

D O I：

暂无

中图分类号：

O212 [数理统计];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper,the empirical likelihood confidence regions for the regression coefficient in a linear model are constructed under m-dependent errors.It is shown that the blockwise empirical likelihood is a good way to deal with dependent samples.

引用

页码：205 / 212

页数：8

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