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 χ(superscript 2 subscript (1)) distribution.
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 χ(superscript 2 subscript (1)) distribution.
摘要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χ(上标2下标(1))，由此可构造分位数的经验似然置信区间。