Empirical likelihood for linear models under m -dependent errors |
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Authors: | Qin Yongsong Jiang Bo Li Yufang |
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Affiliation: | (1) Dept. of Math., Guangxi Normal Univ., 541004 Guangxi, China |
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Abstract: | In this paper, the empirical likelihood confidence regions for the regression coefficient in a linear model are constructed under m-dependent errors. It is shown that the blockwise empirical likelihood is a good way to deal with dependent samples. Partly supported by the National Natural Science Foundation of China and the SF of Guangxi Normal University. |
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Keywords: | 62G07 62E20 |
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