Abstract
In this paper, the empirical likelihood confidence regions for the regression coefficient in a linear model are constructed under m-dependent errors. It is shown that the blockwise empirical likelihood is a good way to deal with dependent samples.
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Partly supported by the National Natural Science Foundation of China and the SF of Guangxi Normal University.
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Yongsong, Q., Bo, J. & Yufang, L. Empirical likelihood for linear models under m-dependent errors. Appl. Math. Chin. Univ. 20, 205–212 (2005). https://doi.org/10.1007/s11766-005-0053-1
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DOI: https://doi.org/10.1007/s11766-005-0053-1