Empirical likelihood for probability density functions under negatively associated samples

DOI10.1016/j.jspi.2010.06.008zbMath1197.62047OpenAlexW2014254427MaRDI QIDQ710796

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

Publication date: 22 October 2010

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.2010.06.008

zbMATH Keywords

confidence intervalsprobability density functionblockwise empirical likelihood

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)

Related Items (6)

Empirical likelihood of the distribution function in the finite point under ϕ-mixing samples ⋮ Confidence intervals for probability density functions under associated samples ⋮ A review of empirical likelihood methods for time series ⋮ Empirical likelihood inference for probability density functions under association ⋮ Confidence intervals for probability density functions under strong mixing samples ⋮ Empirical Likelihood Confidence Intervals for Distribution Functions under Negatively Associated Samples

Cites Work

• Empirical likelihood methods with weakly dependent processes
• Empirical likelihood ratio confidence regions
• Some concepts of negative dependence
• A note on the almost sure convergence of sums of negatively dependent random variables
• Improvement on some known nonparametric uniformly consistent estimators of derivatives of a density
• Moment inequalities and weak convergence for negatively associated sequences
• Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples.
• A comparison theorem on moment inequalities between negatively associated and independent random variables
• Asymptotic normality of the kernel estimate of a probability density function under association
• Some maximal inequalities and complete convergences of negatively associated random sequences
• Complete moment convergence of moving-average processes under dependence assumptions
• Complete convergence for weighted sums of NA sequences
• Negative association of random variables, with applications
• Empirical likelihood for NA series
• Methodology and Algorithms of Empirical Likelihood
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood confidence intervals for nonparametric density estimation
• The bootstrap and Edgeworth expansion
• The weak convergence for functions of negatively associated random variables

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