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Empirical likelihood ratio under infinite second moment
Cheng, Conghua1,2; Liu, Yiming3; Liu, Zhi4,5
2017
Source PublicationCOMMUNICATIONS IN STATISTICS-THEORY AND METHODS
ISSN0361-0926
Volume46Issue: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.

KeywordConfidence Interval Domain Of Attraction Of Normal Law Empirical Likelihood Infinite Variance 62b05 62g30
DOI10.1080/03610926.2016.1139135
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000400164900016
PublisherTAYLOR & FRANCIS INC
The Source to ArticleWOS
Scopus ID2-s2.0-85015942309
Fulltext Access
Citation statistics
Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Affiliation1.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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