Empirical likelihood for linear models under negatively associated errors

2011 
In this paper, we discuss the construction of the confidence intervals for the regression vector @b in a linear model under negatively associated errors. It is shown that the blockwise empirical likelihood (EL) ratio statistic for @b is asymptotically @g^2-type distributed. The result is used to obtain an EL based confidence region for @b.
    • Correction
    • Source
    • Cite
    • Save
    • Machine Reading By IdeaReader
    18
    References
    11
    Citations
    NaN
    KQI
    []