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.