Empirical likelihood for linear models under negatively associated errors

In this paper, we discuss the construction of the confidence intervals for the regression vector [beta] in a linear model under negatively associated errors. It is shown that the blockwise empirical likelihood (EL) ratio statistic for [beta] is asymptotically [chi]2-type distributed. The result is used to obtain an EL based confidence region for [beta].

MoreLess

Year of publication:	2011
Authors:	Qin, Yongsong ; Li, Yinghua
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 102.2011, 1, p. 153-163
Publisher:	Elsevier
Keywords:	Linear models Blockwise empirical likelihood Negatively associated sample Confidence region

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008861550