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Empirical Likelihood Ratio Confidence Interval for Positively Associated Series

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Abstract

Empirical likelihood is discussed by using the blockwise technique for strongly stationary, positively associated random variables. Our results show that the statistics is asymptotically chi-square distributed and the corresponding confidence interval can be constructed.

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Authors and Affiliations

  1. College of Applied Sciences, Beijing University of Technology, Beijing, 100022, China

    Jun-jian Zhang

  2. College of Mathematics, Guangxi Normal University, Guilin, 541004, China

    Jun-jian Zhang

Authors
  1. Jun-jian Zhang
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Correspondence to Jun-jian Zhang.

Additional information

Supported by the National Natural Science Foundation of China (No. 10661003).

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Zhang, Jj. Empirical Likelihood Ratio Confidence Interval for Positively Associated Series. Acta Mathematicae Applicatae Sinica, English Series 23, 245–254 (2007). https://doi.org/10.1007/s10255-007-0367-2

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  • DOI: https://doi.org/10.1007/s10255-007-0367-2

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