应用数学2018，Vol.31Issue(2)：408-416,9.
基于经验似然方法的向量复合泊松过程研究
Empirical Likelihood for Compound Poisson Vector Processes
摘要
Abstract
In this article, we show that the log-empirical likelihood ratio statistic for the average number of objects of compound Poisson vector process converges to F(p,N(t)?p+1) as t → ∞ in distribution when the {Xj}∞j=1∈ Rpwith E(X) = μ, E(||X1||2) < ∞ and Var(X1) = Σ of rank q > 0. The simulation results show that the empirical likelihood ratio method is applicable.关键词
向量复合泊松过程/置信域/经验似然Key words
Compound Poisson vector process/Confidence region/Empirical likelihood分类
数理科学引用本文复制引用
程从华..基于经验似然方法的向量复合泊松过程研究[J].应用数学,2018,31(2):408-416,9.基金项目
Supported by the National Natural Science Foundation of Guangdong (2016A030307019), the Higher Education Colleges and Universities Innovation Strong School Project of Guangdong(2016KTSCX153)and the Teaching Reform Project of Zhaoqing University(zlq201745) （2016A030307019）
