Abstract: The empirical likelihood confidence intervals for quantiles are constructed under a φ-mixing sample,which are based on the result that the blockwise empirical likelihood ratio statistic asymptotically has the χ2(1) distribution.
Abstract: The empirical likelihood confidence intervals for quantiles are constructed under a φ-mixing sample,which are based on the result that the blockwise empirical likelihood ratio statistic asymptotically has the χ2(1) distribution.
文摘:在一定的条件下证明了φ-混合样本下分位数的分组经验似然比统计量的渐近分布为χ2(1),由此可构造分位数的经验似然置信区间.