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Empirical likelihood hypothesis test on mean with inequality constraints 被引量:1

Empirical likelihood hypothesis test on mean with inequality constraints
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摘要 Hypothesis test on the population mean with various inequality constraints is studied in this paper.The empirical likelihood method is applied to construct test statistics.Limiting distributions of the empirical likelihood ratio test statistics are proven to be a weighted mixture of chi-square distributions.Numerical results are presented to show the validity of the proposed method. Hypothesis test on the population mean with various inequality constraints is studied in this paper. The empirical likelihood method is applied to construct test statistics. Limiting distributions of the empirical likelihood ratio test statistics are proven to be a weighted mixture of chi-square distributions. Numerical results are presented to show the validity of the proposed method.
作者 CHEN Li SHI Jian
出处 《Science China Mathematics》 SCIE 2011年第9期1847-1857,共11页 中国科学:数学(英文版)
基金 supported by National Nature Science Foundation of China(Grant No.10731010),National Nature Science Fund for Creative Research Groups(GrantNo.10721101) Key Fund of Yunnan Province(Grant No.2010CC003)
关键词 经验似然 不等式约束 假设检验 平均 检验统计量 似然比检验 统计分布 数值结果 empirical likelihood, hypothesis test, inequality constraint, chi-bar square, least favorable point
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  • 1Lu Lin,Lixing Zhu,K. C. Yuen. Profile empirical likelihood for parametric and semiparametric models[J] 2005,Annals of the Institute of Statistical Mathematics(3):485~505

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