| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1146961 | Journal of Multivariate Analysis | 2011 | 11 Pages |
Abstract
In this paper, we discuss the construction of the confidence intervals for the regression vector ββ in a linear model under negatively associated errors. It is shown that the blockwise empirical likelihood (EL) ratio statistic for ββ is asymptotically χ2χ2-type distributed. The result is used to obtain an EL based confidence region for ββ.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Yongsong Qin, Yinghua Li,