Empirical likelihood of the distribution function in the finite point under ϕ-mixing samples. Issue 10 (2nd October 2020)

• Record Type: Journal Article
• Authors: Lu, Weixue; Yang, Shijuan
• Is Part Of: Communications in statistics. Volume 49:Issue 10(2020)
• Page Start: 2533
• Page End: 2545
• Publication Date: 2020-10-02
• Subjects: Distribution function -- Blockwise empirical likelihood -- ϕ-mixing samples -- Confidence regions; 62F10 -- 62F12; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2018.1517214
• Languages: English
• ISSNs: 0361-0918

Abstract

Abstract: In this paper, under ϕ -mixing samples, empirical likelihood ratio statistics of the distribution function in a finite number of points was first researched and proved by the blockwise method.It is shown that the empirical likelihood ratio statistic is asymptotically χ 2 -type distributed.