Empirical Euclidean likelihood for general estimating equations for association dependent processes is investigated. The strong consistency and asymptotic normality of the blockwise maximum empirical Euclidean likelih...Empirical Euclidean likelihood for general estimating equations for association dependent processes is investigated. The strong consistency and asymptotic normality of the blockwise maximum empirical Euclidean likelihood estimator are presented. We show that it is more efficient than estimator without blocking. The blockwise empirical Euclidean log-likelihood ratio asymptotically follows a chi-square distribution.展开更多
基金Supported by the National Natural Science Foundation of China (10771192)the Zhejiang Natural Science Foundation (J20091364)
文摘Empirical Euclidean likelihood for general estimating equations for association dependent processes is investigated. The strong consistency and asymptotic normality of the blockwise maximum empirical Euclidean likelihood estimator are presented. We show that it is more efficient than estimator without blocking. The blockwise empirical Euclidean log-likelihood ratio asymptotically follows a chi-square distribution.
