Title of article
Empirical likelihood for linear models under negatively associated errors
Author/Authors
Qin، نويسنده , , Yongsong and Li، نويسنده , , Yinghua، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2011
Pages
11
From page
153
To page
163
Abstract
In this paper, we discuss the construction of the confidence intervals for the regression vector β in a linear model under negatively associated errors. It is shown that the blockwise empirical likelihood (EL) ratio statistic for β is asymptotically χ 2 -type distributed. The result is used to obtain an EL based confidence region for β .
Keywords
linear models , Blockwise empirical likelihood , Confidence region , Negatively associated sample
Journal title
Journal of Multivariate Analysis
Serial Year
2011
Journal title
Journal of Multivariate Analysis
Record number
1565538
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