Confidence intervals for probability density functions under associated samples

DOI10.1016/j.jspi.2012.01.001zbMath1242.62038OpenAlexW2029937130MaRDI QIDQ434564

Qing-Zhu Lei, Ying Hua Li, Yong Song Qin

Publication date: 16 July 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.01.001

zbMATH Keywords

blockwise empirical likelihoodassociated samples

Mathematics Subject Classification ID

Related Items (1)

A review of empirical likelihood methods for time series

Cites Work

• Unnamed Item
• Empirical likelihood methods with weakly dependent processes
• Empirical likelihood for probability density functions under negatively associated samples
• Empirical likelihood ratio confidence regions
• A Berry-Esseen theorem for associated random variables
• Resampling a coverage pattern
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• Moment bounds for associated sequences
• On the convergence rate in the central limit theorem for associated processes
• A note on the strong law of large numbers for positively dependent random variables
• Normal fluctuations and the FKG inequalities
• An invariance principle for certain dependent sequences
• Improvement on some known nonparametric uniformly consistent estimators of derivatives of a density
• A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
• Asymptotic normality of random fields of positively or negatively associated processes
• Smooth estimate of quantiles under association
• Resampling methods for dependent data
• Asymptotic normality of the kernel estimate of a probability density function under association
• The jackknife and the bootstrap for general stationary observations
• Kernel-type density and failure rate estimation for associated sequences
• Methodology and Algorithms of Empirical Likelihood
• Empirical likelihood ratio confidence intervals for a single functional
• Berry-esseen bounds for smooth estimator of a distribution function under association
• Empirical likelihood confidence intervals for nonparametric density estimation
• Associated random variables and martingale inequalities
• The Stationary Bootstrap
• Association of Random Variables, with Applications
• The bootstrap and Edgeworth expansion
• The weak convergence for functions of negatively associated random variables

This page was built for publication: Confidence intervals for probability density functions under associated samples