Residential College | false |
Status | 已發表Published |
Empirical likelihood ratio under infinite covariance matrix of the random vectors | |
Cheng,Conghua1; Liu,Zhi2 | |
2021-03-01 | |
Source Publication | Communications in Statistics - Theory and Methods |
ISSN | 0361-0926 |
Volume | 50Issue:18Pages:4300-4307 |
Abstract | In this article, we show that the log empirical likelihood ratio statistic for the population mean vector converges in distribution to (Formula presented.) as (Formula presented.) when the population is in the domain of attraction of normal law but has infinite covariance matrix. The simulation results show that the empirical likelihood ratio method is applicable under the infinite second moment condition. |
Keyword | Confidence Region Empirical Likelihood Infinite Covariance Matrix Domain Of Attraction Of Normal Law |
DOI | 10.1080/03610926.2020.1713377 |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Mathematics |
WOS Subject | Statistics & Probability |
WOS ID | WOS:000524088400001 |
Scopus ID | 2-s2.0-85082467297 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | DEPARTMENT OF MATHEMATICS |
Corresponding Author | Cheng,Conghua |
Affiliation | 1.School of Mathematics and Statistics,Zhaoqing University,Zhaoqing,China 2.Department of Mathematics,University of Macau,Macao |
Recommended Citation GB/T 7714 | Cheng,Conghua,Liu,Zhi. Empirical likelihood ratio under infinite covariance matrix of the random vectors[J]. Communications in Statistics - Theory and Methods, 2021, 50(18), 4300-4307. |
APA | Cheng,Conghua., & Liu,Zhi (2021). Empirical likelihood ratio under infinite covariance matrix of the random vectors. Communications in Statistics - Theory and Methods, 50(18), 4300-4307. |
MLA | Cheng,Conghua,et al."Empirical likelihood ratio under infinite covariance matrix of the random vectors".Communications in Statistics - Theory and Methods 50.18(2021):4300-4307. |
Files in This Item: | There are no files associated with this item. |
Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.
Edit Comment