Li Yufang, Qin Yongsong. Empirical Likelihood for Probability Density Functions Based on Recursive Estimators under NA Samples[J]. Chinese Journal of Applied Probability and Statistics, 2012, 28(4): 356-366.
Citation:
Li Yufang, Qin Yongsong. Empirical Likelihood for Probability Density Functions Based on Recursive Estimators under NA Samples[J]. Chinese Journal of Applied Probability and Statistics, 2012, 28(4): 356-366.
Li Yufang, Qin Yongsong. Empirical Likelihood for Probability Density Functions Based on Recursive Estimators under NA Samples[J]. Chinese Journal of Applied Probability and Statistics, 2012, 28(4): 356-366.
Citation:
Li Yufang, Qin Yongsong. Empirical Likelihood for Probability Density Functions Based on Recursive Estimators under NA Samples[J]. Chinese Journal of Applied Probability and Statistics, 2012, 28(4): 356-366.
Empirical Likelihood for Probability Density Functions Based on Recursive Estimators under NA Samples
In this paper, we study the construction of confidence intervals for a probability density function under a negatively associated (NA) sample based on recursive estimators. It is shown that the blockwise empirical likelihood (EL) ratio statistic is asymptotically chi^2-type distributed, which is used to obtain EL-based confidence interval for the probability density function.
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