Empirical Euclidean likelihood for general estimating equations under association dependence  

作　　者：CHEN You-you ZHANG Li-xin Department of Mathematics, Zhejiang University, Hangzhou 310027, China 

出　　处：《Applied Mathematics(A Journal of Chinese Universities)》2010年第4期437-446,共10页高校应用数学学报（英文版）（B辑）

基　　金：Supported by the National Natural Science Foundation of China (10771192);the Zhejiang Natural Science Foundation (J20091364)

摘　　要：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.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.

关 键 词：Empirical Euclidean likelihood blockwise positive association negative association. 

分 类 号：O211.67[理学—概率论与数理统计]