Residential College | false |
Status | 已發表Published |
Empirical likelihood ratio under infinite second moment | |
Cheng, Conghua1,2; Liu, Yiming3; Liu, Zhi4,5 | |
2017 | |
Source Publication | COMMUNICATIONS IN STATISTICS-THEORY AND METHODS |
ISSN | 0361-0926 |
Volume | 46Issue:14Pages:6909-6915 |
Abstract | In this article, we show that the log empirical likelihood ratio statistic for the population mean converges in distribution to (2)((1)) as n when the population is in the domain of attraction of normal law but has infinite variance. The simulation results show that the empirical likelihood ratio method is applicable under the infinite second moment condition. |
Keyword | Confidence Interval Domain Of Attraction Of Normal Law Empirical Likelihood Infinite Variance 62b05 62g30 |
DOI | 10.1080/03610926.2016.1139135 |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Mathematics |
WOS Subject | Statistics & Probability |
WOS ID | WOS:000400164900016 |
Publisher | TAYLOR & FRANCIS INC |
The Source to Article | WOS |
Scopus ID | 2-s2.0-85015942309 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | DEPARTMENT OF MATHEMATICS |
Affiliation | 1.Zhaoqing Univ, Sch Math & Stat, Zhaoqing, Guangdong, Peoples R China 2.Lingnan Normal Univ, Sch Math & Stat, Zhanjiang, Guangdong, Peoples R China 3.Lingnan Normal Univ, Sch Math & Stat, Zhanjiang, Guangdong, Peoples R China 4.Univ Macau, Dept Math, Taipa, Macau Sar, Peoples R China 5.UMacau Res Inst, Zhuhai, Peoples R China |
Recommended Citation GB/T 7714 | Cheng, Conghua,Liu, Yiming,Liu, Zhi. Empirical likelihood ratio under infinite second moment[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 46(14), 6909-6915. |
APA | Cheng, Conghua., Liu, Yiming., & Liu, Zhi (2017). Empirical likelihood ratio under infinite second moment. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 46(14), 6909-6915. |
MLA | Cheng, Conghua,et al."Empirical likelihood ratio under infinite second moment".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 46.14(2017):6909-6915. |
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