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Empirical likelihood for NA series

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  • Zhang, Junjian

Abstract

In this paper, we analyze the empirical likelihood under strongly stationary negatively associated (NA) series by using the blockwise technique. Our results show that the statistics is asymptotically chi-square distributed and that the corresponding confidence interval can be constructed.

Suggested Citation

  • Zhang, Junjian, 2006. "Empirical likelihood for NA series," Statistics & Probability Letters, Elsevier, vol. 76(2), pages 153-160, January.
    • Handle: RePEc:eee:stapro:v:76:y:2006:i:2:p:153-160
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    References listed on IDEAS

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    1. Lin, Lu & Zhang, Runchu, 2001. "Blockwise empirical Euclidean likelihood for weakly dependent processes," Statistics & Probability Letters, Elsevier, vol. 53(2), pages 143-152, June.
    2. Shao, Qi-Man & Su, Chun, 1999. "The law of the iterated logarithm for negatively associated random variables," Stochastic Processes and their Applications, Elsevier, vol. 83(1), pages 139-148, September.
    3. Zhang, Li-Xin, 2001. "The Weak Convergence for Functions of Negatively Associated Random Variables," Journal of Multivariate Analysis, Elsevier, vol. 78(2), pages 272-298, August.
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    Cited by:

    1. 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.
    2. Yuichi Kitamura, 2006. "Empirical Likelihood Methods in Econometrics: Theory and Practice," CIRJE F-Series CIRJE-F-430, CIRJE, Faculty of Economics, University of Tokyo.
    3. Daniel J. Nordman & Helle Bunzel & Soumendra N. Lahiri, 2012. "A Non-standard Empirical Likelihood for Time Series," CREATES Research Papers 2012-55, Department of Economics and Business Economics, Aarhus University.
    4. Daniel Nordman, 2008. "An empirical likelihood method for spatial regression," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 68(3), pages 351-363, November.

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