Empirical Likelihood Confidence Intervals for Distribution Functions under Negatively Associated Samples
From MaRDI portal
Recommendations
- Empirical likelihood for probability density functions under negatively associated samples
- Empirical likelihood for quantiles under negatively associated samples
- Empirical likelihood for marginal joint probability density functions of a negatively associated sample
- Joint empirical likelihood confidence regions for a finite number of quantiles under negatively associated samples
- Confidence intervals for probability density functions under associated samples
- Empirical likelihood confidence intervals for nonparametric density estimation
- Empirical likelihood type confidence intervals under random censorship
- Empirical likelihood for quantiles under associated samples
Cites work
- A comparison theorem on moment inequalities between negatively associated and independent random variables
- A note on the almost sure convergence of sums of negatively dependent random variables
- Asymptotic normality of a smooth estimate of a random field distribution function under association
- Asymptotic normality of the kernel estimate of a probability density function under association
- Berry-esseen bounds for smooth estimator of a distribution function under association
- Complete convergence for weighted sums of NA sequences
- Empirical likelihood for linear models under negatively associated errors
- Empirical likelihood for NA series
- Empirical likelihood for probability density functions under negatively associated samples
- Empirical likelihood for quantiles under negatively associated samples
- Empirical likelihood methods with weakly dependent processes
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Methodology and Algorithms of Empirical Likelihood
- Negative association of random variables, with applications
- On the fourth power mean of the character sums over short intervals
- Resampling a coverage pattern
- Some concepts of negative dependence
- Some maximal inequalities and complete convergences of negatively associated random sequences
- The characterization of equilibrium potentials and last exit distributions for elliptic diffusion processes
- The jackknife and the bootstrap for general stationary observations
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
- The weak convergence for functions of negatively associated random variables
Cited in
(12)- Empirical likelihood ratio confidence interval for positively associated series
- Empirical likelihood for NA series
- Joint empirical likelihood confidence regions for a finite number of quantiles under negatively associated samples
- Empirical likelihood technique for M-functionals in the presence of auxiliary information under negatively associated samples
- Empirical likelihood for marginal joint probability density functions of a negatively associated sample
- Empirical likelihood confidence intervals for dependent duration data
- Asymptotic normality of the empirical distribution under negatively associated sequences and its applications
- Empirical likelihood for probability density functions based on recursive estimators under NA samples
- scientific article; zbMATH DE number 7109280 (Why is no real title available?)
- Empirical likelihood for linear models under negatively associated errors
- Empirical likelihood for quantiles under negatively associated samples
- Empirical likelihood for probability density functions under negatively associated samples
This page was built for publication: Empirical Likelihood Confidence Intervals for Distribution Functions under Negatively Associated Samples
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2873930)