Empirical likelihood for linear models under negatively associated errors |
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Authors: | Yongsong Qin Yinghua Li |
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Institution: | School of Mathematical Sciences, Guangxi Normal University, Guilin, Guangxi 541004, China |
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Abstract: | In this paper, we discuss the construction of the confidence intervals for the regression vector β in a linear model under negatively associated errors. It is shown that the blockwise empirical likelihood (EL) ratio statistic for β is asymptotically χ2-type distributed. The result is used to obtain an EL based confidence region for β. |
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Keywords: | primary 62G05 secondary 62E20 |
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