Empirical likelihood inference for probability density functions under association

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• 作者：Xianzhu Xiong ^{xiongxianzhu2011@gmail.com} ; Zhengyan Lin ; ^{zlin@zju.edu.cn}
• 关键词：Empirical likelihood ; Probability density function ; Associated sample ; Confidence interval
• 刊名：Journal of Statistical Planning and Inference
• 出版年：2012
• 出版时间：April 2012
• 年：2012
• 卷：142
• 期：4
• 页码：986-992
• 全文大小：153 K

文摘

In this paper, we consider to apply the empirical likelihood method to a probability density function under an associated sample. It is shown that the empirical likelihood ratio statistic is asymptotically distributed under some mild conditions. The result is used to construct empirical likelihood-based confidence intervals on the probability density function.