应用数学2022，Vol.35Issue(2)：261-271,11.
强混合样本下随机设计情形线性模型的经验似然推断
Empirical Likehood for Linear Models with Random Designs Under Strong Mixing Samples
摘要
Abstract
In this paper,we study the blockwise empirical likelihood (EL) method to construct the confidence regions for the regression vectorβ in a linear model with random designs under strong mixing samples.It is shown that the blockwise EL ratio statistic for β is asymptotically x2 distributed,which are used to construct the EL-based confidence region for β with random designs under strong mixing samples.Results of a simulation study on the finite sample performance of the confidence region are reported.关键词
线性模型/随机设计/分块经验似然/强混合/置信区间Key words
Linear model/Random design/Blockwise empirical likelihood/Strong mixing/Confidence region分类
数理科学引用本文复制引用
黄玉,秦永松..强混合样本下随机设计情形线性模型的经验似然推断[J].应用数学,2022,35(2):261-271,11.基金项目
Supported by the National Natural Science Foundation of China(11901124),the Basic Ability Promotion Project for Young and Middle-age Teachers of Guangxi(2020KY64007),the Professor Nurturing Engineering Project of Nanning University(2021JSGC07) （11901124）
