Confidence intervals for probability density functions under associated samples
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Publication:434564
DOI10.1016/J.JSPI.2012.01.001zbMATH Open1242.62038OpenAlexW2029937130MaRDI QIDQ434564FDOQ434564
Authors: Yinghua Li, Yongsong Qin, Qingzhu Lei 
Publication date: 16 July 2012
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.2012.01.001
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Nonparametric tolerance and confidence regions (62G15) Measures of association (correlation, canonical correlation, etc.) (62H20)
Cites Work
- Empirical likelihood methods with weakly dependent processes
- Empirical likelihood confidence intervals for nonparametric density estimation
- Empirical likelihood ratio confidence regions
- The jackknife and the bootstrap for general stationary observations
- Resampling methods for dependent data
- Empirical likelihood ratio confidence intervals for a single functional
- The Stationary Bootstrap
- The bootstrap and Edgeworth expansion
- Association of Random Variables, with Applications
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
- Smooth estimate of quantiles under association
- Asymptotic normality of the kernel estimate of a probability density function under association
- Methodology and Algorithms of Empirical Likelihood
- Title not available (Why is that?)
- Berry-esseen bounds for smooth estimator of a distribution function under association
- Associated random variables and martingale inequalities
- A Berry-Esseen theorem for associated random variables
- On the convergence rate in the central limit theorem for associated processes
- Normal fluctuations and the FKG inequalities
- An invariance principle for certain dependent sequences
- The weak convergence for functions of negatively associated random variables
- A note on the strong law of large numbers for positively dependent random variables
- Asymptotic normality of random fields of positively or negatively associated processes
- A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
- Moment bounds for associated sequences
- Resampling a coverage pattern
- Improvement on some known nonparametric uniformly consistent estimators of derivatives of a density
- Kernel-type density and failure rate estimation for associated sequences
- Empirical likelihood for probability density functions under negatively associated samples
Cited In (15)
- Empirical likelihood for probability density functions under \(\varphi\)-mixing samples
- Finite-sample confidence envelopes for shape-restricted densities
- Confidence intervals for quantiles based on samples of random sizes
- A review of empirical likelihood methods for time series
- Empirical likelihood for probability density functions based on recursive estimators under NA samples
- Empirical likelihood for probability density functions under negatively associated samples
- On some properties of the confidence intervals for unknown probabilities
- Confidence disc and square for the Cauchy distributions
- Empirical likelihood inference for probability density functions under association
- Empirical likelihood ratio confidence interval for positively associated series
- Title not available (Why is that?)
- Coverage accuracy of confidence intervals for a conditional probability density function
- Empirical likelihood for marginal joint probability density functions of a negatively associated sample
- Confidence intervals for probability density functions under strong mixing samples
- Empirical Likelihood Confidence Intervals for Distribution Functions under Negatively Associated Samples
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