Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1147952 | Journal of Statistical Planning and Inference | 2012 | 9 Pages |
Abstract
In this paper, we study the construction of confidence intervals for a probability density function under a (positively) associated sample by using the blockwise technique. It is shown that the blockwise empirical likelihood (EL) ratio statistic is asymptotically χ2-typeχ2-type distributed. The result is used to obtain EL-based confidence interval for the probability density function.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Yinghua Li, Yongsong Qin, Qingzhu Lei,