Empirical likelihood for probability density functions under negatively associated samples
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Publication:710796
DOI10.1016/j.jspi.2010.06.008zbMath1197.62047MaRDI QIDQ710796
Qing-Zhu Lei, Ying Hua Li, Yong Song Qin
Publication date: 22 October 2010
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2010.06.008
62E20: Asymptotic distribution theory in statistics
62G20: Asymptotic properties of nonparametric inference
62G15: Nonparametric tolerance and confidence regions
Related Items
Empirical likelihood of the distribution function in the finite point under ϕ-mixing samples, Confidence intervals for probability density functions under strong mixing samples, Confidence intervals for probability density functions under associated samples, A review of empirical likelihood methods for time series, Empirical likelihood inference for probability density functions under association, Empirical Likelihood Confidence Intervals for Distribution Functions under Negatively Associated Samples
Cites Work
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- Empirical likelihood ratio confidence regions
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- A note on the almost sure convergence of sums of negatively dependent random variables
- Improvement on some known nonparametric uniformly consistent estimators of derivatives of a density
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- A comparison theorem on moment inequalities between negatively associated and independent random variables
- Asymptotic normality of the kernel estimate of a probability density function under association
- Some maximal inequalities and complete convergences of negatively associated random sequences
- Complete moment convergence of moving-average processes under dependence assumptions
- Complete convergence for weighted sums of NA sequences
- Negative association of random variables, with applications
- Empirical likelihood for NA series
- Methodology and Algorithms of Empirical Likelihood
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood confidence intervals for nonparametric density estimation
- The bootstrap and Edgeworth expansion
- The weak convergence for functions of negatively associated random variables