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Joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing samples
Authors:LEI Qing-zhu  QIN Yong-song
Institution:Department of Mathematics, Guangxi Normal University, Guilin 541004, China
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.
Keywords:strong mixing sample  quantile  confidence region  blockwise empirical likelihood
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