Empirical likelihood for linear models under negatively associated errors

Yongsong Qin and Yinghua Li

Journal of Multivariate Analysis, 2011, vol. 102, issue 1, 153-163

Abstract: 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].

Keywords: Linear; models; Blockwise; empirical; likelihood; Negatively; associated; sample; Confidence; region (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (1)

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