Empirical likelihood ratio under infinite covariance matrix of the random vectors. Issue 18 (20th August 2021)
- Record Type:
- Journal Article
- Title:
- Empirical likelihood ratio under infinite covariance matrix of the random vectors. Issue 18 (20th August 2021)
- Main Title:
- Empirical likelihood ratio under infinite covariance matrix of the random vectors
- Authors:
- Cheng, Conghua
Liu, Zhi - Abstract:
- Abstract: In this article, we show that the log empirical likelihood ratio statistic for the population mean vector converges in distribution to χ ( q ) 2 as n → ∞ when the population is in the domain of attraction of normal law but has infinite covariance matrix. The simulation results show that the empirical likelihood ratio method is applicable under the infinite second moment condition.
- Is Part Of:
- Communications in statistics. Volume 50:Issue 18(2021)
- Journal:
- Communications in statistics
- Issue:
- Volume 50:Issue 18(2021)
- Issue Display:
- Volume 50, Issue 18 (2021)
- Year:
- 2021
- Volume:
- 50
- Issue:
- 18
- Issue Sort Value:
- 2021-0050-0018-0000
- Page Start:
- 4300
- Page End:
- 4307
- Publication Date:
- 2021-08-20
- Subjects:
- Confidence region -- empirical likelihood -- infinite covariance matrix -- domain of attraction of normal law
62G20
Mathematical statistics -- Periodicals
Mathematics
Statistics
519.2 - Journal URLs:
- http://www.tandfonline.com/ ↗
- DOI:
- 10.1080/03610926.2020.1713377 ↗
- Languages:
- English
- ISSNs:
- 0361-0926
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 3363.432000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 18871.xml