Empirical likelihood for linear models under negatively associated errors

被引：12

作者：

Qin, Yongsong ^{[1
]}

Li, Yinghua ^{[1
]}

机构：

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

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 2011年 / 102卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Linear models; Blockwise empirical likelihood; Negatively associated sample; Confidence region; RANDOM-VARIABLES; MOMENT INEQUALITIES; CONVERGENCE; SEQUENCES; DEPENDENCE; ESTIMATOR; SUMS;

D O I：

10.1016/j.jmva.2010.08.010

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 discuss the construction of the confidence intervals for the regression vector beta in a linear model under negatively associated errors. It is shown that the blockwise empirical likelihood (EL) ratio statistic for beta is asymptotically x(2)-type distributed. The result is used to obtain an EL based confidence region for beta. (C) 2010 Elsevier Inc. All rights reserved.

引用

页码：153 / 163

页数：11

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