Empirical likelihood of the distribution function in the finite point under φ-mixing samples

被引：0
|
作者：
Lu, Weixue [1 ]
Yang, Shijuan [2 ]
机构：
[1] Huangshan Univ, Coll Math & Stat, Huangshan 245041, Peoples R China
[2] Nanjing Univ Sci, Sch Econ & Management, Nanjing, Peoples R China
来源：
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2020年 / 49卷 / 10期
基金：
中国国家自然科学基金;
关键词：
Distribution function; Blockwise empirical likelihood; ϕ -mixing samples; Confidence regions;
D O I：
10.1080/03610918.2018.1517214
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,under phi-mixing samples, empirical likelihood ratio statistics of the distribution function in a finite number of points was first researched and proved by the blockwise method.It is shown that the empirical likelihood ratio statistic is asymptotically chi 2-type distributed.
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页码：2533 / 2545
页数：13
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