Empirical likelihood for quantiles under negatively associated samples

In this paper, we study the construction of confidence intervals for quantiles of a population under a negatively associated sample by using the blockwise technique. It is shown that the blockwise empirical likelihood (EL) ratio statistic is asymptotically χ2‐type distributed. The result is used to obtain EL based confidence intervals for quantiles of a population. Results of a simulation study on the finite sample performance of the proposed confidence intervals are reported.