| 金淑华.相依序列密度函数的经验似然推断[J].数学研究及应用,2008,28(3):645~650 |
| 相依序列密度函数的经验似然推断 |
| Empirical Likelihood of Density Function for Dependent Series |
| 投稿时间：2006-07-03 修订日期：2008-04-16 |
| DOI：10.3770/j.issn:1000-341X.2008.03.026 |
| 中文关键词: 扩张Ockham代数 对偶空间 次直不可约代数 本原基. |
| 英文关键词:$m-$dependent series density function empirical likelihood. |
| 基金项目:吉林省教育厅``十一五''社会科学项目(No.2007235). |
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| 中文摘要: |
| 本文利用了强平稳$m-$相依序列的特殊性质,讨论了$m-$相依序列密度函数的经验似然推断, 给出了似然比统计量的极限分布,可构造参数的经验似然置信区间. 并且通过模拟计算来说明有限样本下应用经验似然方法的合理性. |
| 英文摘要: |
| With the application of the special properties of strongly stationary $m-$dependent series, this paper is concerned with the empirical likelihood confidence intervals of density function under $m-$dependent series. The limit distribution of empirical likelihood ratio statistics is given out, and the empirical likelihood confidence intervals of parameters can be constructed. A simulation study is conducted to show the finite sample performance of the empirical likelihood based method. |
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