摘要
本文讨论了强平稳混合样本的经验似然比置信区间，推广了Ｏｗｅｎ（１９８８，１９９０）在独立同分布情况下的结果，指出了相依情况时经验似然比置信区间的不足并进行了合理的改进．
In this paper, the empirical likelihood ratio confidence regions under strongly stationary φ mixing dependent samples are discussed, which generalizes Owen's (1988,1990) results for independent and identical distribution (i.i.d.). And the defects and a modified method called group empirical likelihood are given.
出处
《高校应用数学学报（A辑）》
CSCD
北大核心
1999年第1期63-72,共10页
Applied Mathematics A Journal of Chinese Universities(Ser.A)
关键词
强平稳
置信区间
相依样本
经验似然比
Strongly Stationary, φ mixing Dependent Sequence, Empirical Likeli hood, Group Empirical Likelihood, Confidence Regions.
