Joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing samples

DOI10.1007/S11766-015-3188-8zbMATH Open1340.62047OpenAlexW2398293237MaRDI QIDQ902401FDOQ902401

Authors: Qingzhu Lei, Yongsong Qin 

Publication date: 15 January 2016

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-015-3188-8

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zbMATH Keywords

quantileblockwise empirical likelihoodconfidence regionstrong mixing sample

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15)

Cites Work

• Empirical likelihood methods with weakly dependent processes
• Empirical likelihood ratio confidence regions
• Mixing: Properties and examples
• Empirical likelihood ratio confidence intervals for a single functional
• Smoothed empirical likelihood confidence intervals for quantiles
• Smooth estimate of quantiles under association
• Title not available (Why is that?)
• Title not available (Why is that?)
• Empirical likelihood for quantiles under negatively associated samples
• A note on empirical processes of strong-mixing sequences
• Weak convergence for weighted empirical processes of dependent sequences
• A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences

Cited In (2)

• Joint empirical likelihood confidence regions for a finite number of quantiles under negatively associated samples
• Empirical likelihood confidence intervals for quantiles in the presence of auxiliary information under strong mixing samples

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