Jackknife-blockwise empirical likelihood methods under dependence

DOI10.1016/j.jmva.2011.06.009zbMath1352.62053OpenAlexW2085201310MaRDI QIDQ643294

Yongcheng Qi, Liang Peng, Rong Mao Zhang

Publication date: 28 October 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.06.009

zbMATH Keywords

confidence regionempirical likelihoodjackknifeweak dependencegeneral estimating equations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

Related Items (3)

A new estimator of the self-similarity exponent through the empirical likelihood ratio test ⋮ A review of empirical likelihood methods for time series ⋮ Confidence intervals for the mean based on exponential type inequalities and empirical likelihood

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