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
收藏
页码：986 / 992
页数：7
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