两m相依样本参数差异的经验似然置信区间  

Empirical Likelihood Ratio Confidence Regions for the Parameter Differences under Two m Dependent Samples

作　　者：钱永江[1] 

机构地区：[1]毕节学院,贵州毕节551700

出　　处：《吉林师范大学学报（自然科学版）》2007年第3期43-47,54,共6页Journal of Jilin Normal University:Natural Science Edition

基　　金：国家自然科学基金(10661003)

摘　　要：本文将经验欧氏似然应用于半参数模型,讨论了在此模型下两强平稳m相依样本参数差异的经验欧氏似然置信区间,证明了其经验欧氏似然比统计量的渐进χ2分布性,并给出其经验似然置信区间.Empirical Euclidean likelihood is applied to semi- parameteric model in this paper, and discusses the properties about large samples of empirical likelihood for the parameter differences of two strongly stationary m dependent samples in this model, and also proves that the empirical Euclidean likelihood ratio statistic is asymptotical X^2, then, confidence regions for parameter differences are given.

关 键 词：强平稳 m相依 半参数模型 参数差异 经验欧氏似然 置信区间 

分 类 号：O212.7[理学—概率论与数理统计]