Joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing samples  

作　　者：LEI Qing-zhu QIN Yong-song 

机构地区：[1]Department of Mathematics, Guangxi Normal University

出　　处：《Applied Mathematics(A Journal of Chinese Universities)》2015年第1期44-54,共11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(11271088,11361011,11201088);the Natural Science Foundation of Guangxi(2013GXNSFAA019004,2013GXNSFAA019007,2013GXNSFBA019001)

摘　　要：In this paper, we obtain the joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing samples. As an application of this result, the empirical likelihood confidence intervals for the difference of any two quantiles are also obtained.In this paper, we obtain the joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing samples. As an application of this result, the empirical likelihood confidence intervals for the difference of any two quantiles are also obtained.

关 键 词：strong mixing sample QUANTILE confidence region blockwise empirical likelihood. 

分 类 号：O212.1[理学—概率论与数理统计] O213.2[理学—数学]