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Empirical likelihood for linear models under negatively associated errors

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  • Qin, Yongsong
  • Li, Yinghua

Abstract

In this paper, we discuss the construction of the confidence intervals for the regression vector [beta] in a linear model under negatively associated errors. It is shown that the blockwise empirical likelihood (EL) ratio statistic for [beta] is asymptotically [chi]2-type distributed. The result is used to obtain an EL based confidence region for [beta].

Suggested Citation

  • Qin, Yongsong & Li, Yinghua, 2011. "Empirical likelihood for linear models under negatively associated errors," Journal of Multivariate Analysis, Elsevier, vol. 102(1), pages 153-163, January.
    • Handle: RePEc:eee:jmvana:v:102:y:2011:i:1:p:153-163
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    References listed on IDEAS

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    1. Zhang, Junjian, 2006. "Empirical likelihood for NA series," Statistics & Probability Letters, Elsevier, vol. 76(2), pages 153-160, January.
    2. Matula, Przemyslaw, 1992. "A note on the almost sure convergence of sums of negatively dependent random variables," Statistics & Probability Letters, Elsevier, vol. 15(3), pages 209-213, October.
    3. Liang, Han-Ying & Su, Chun, 1999. "Complete convergence for weighted sums of NA sequences," Statistics & Probability Letters, Elsevier, vol. 45(1), pages 85-95, October.
    4. Yang, Shanchao, 2003. "Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples," Statistics & Probability Letters, Elsevier, vol. 62(2), pages 101-110, April.
    5. Huang, Wen-Tao & Xu, Bing, 2002. "Some maximal inequalities and complete convergences of negatively associated random sequences," Statistics & Probability Letters, Elsevier, vol. 57(2), pages 183-191, April.
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