Joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing samples |
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Authors: | LEI Qing-zhu QIN Yong-song |
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Institution: | Department of Mathematics, Guangxi Normal University, Guilin 541004, China |
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Abstract: | In this paper, we obtain the joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing samples. As an application of this result, the empirical likelihood confidence intervals for the difference of any two quantiles are also obtained. |
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Keywords: | strong mixing sample quantile confidence region blockwise empirical likelihood |
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