| 相依序列密度函数的经验似然推断 |
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| 引用本文： | 金淑华.相依序列密度函数的经验似然推断[J].数学研究及应用,2008,28(3):645-650. |
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| 作者姓名： | 金淑华 |
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| 作者单位： | 长春税务学院应用数学系, 吉林 长春 130117 |
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| 基金项目： | 吉林省教育厅``十一五'社会科学项目(No.2007235). |
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| 摘 要： | 本文利用了强平稳$m-$相依序列的特殊性质,讨论了$m-$相依序列密度函数的经验似然推断, 给出了似然比统计量的极限分布,可构造参数的经验似然置信区间. 并且通过模拟计算来说明有限样本下应用经验似然方法的合理性.
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| 关 键 词： | 扩张Ockham代数 对偶空间 次直不可约代数 本原基. |
| 收稿时间： | 7/3/2006 12:00:00 AM |
| 修稿时间： | 2008/4/16 0:00:00 |
Empirical Likelihood of Density Function for Dependent Series |
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| JIN Shu Hua.Empirical Likelihood of Density Function for Dependent Series[J].Journal of Mathematical Research with Applications,2008,28(3):645-650. |
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| Authors: | JIN Shu Hua |
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| Institution: | Department of Mathematics, Changchun Taxation College, Jilin 130117, China |
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| Abstract: | With the application of the special properties of strongly stationary $m-$dependent series, this paper is concerned with the empirical likelihood confidence intervals of density function under $m-$dependent series. The limit distribution of empirical likelihood ratio statistics is given out, and the empirical likelihood confidence intervals of parameters can be constructed. A simulation study is conducted to show the finite sample performance of the empirical likelihood based method. |
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| Keywords: | $m-$dependent series density function empirical likelihood |
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