PA样本下非参回归函数的经验似然置信区间  

Nonparametric Regression Function of the Empirical Likelihood Confidence Intervals Under Positively Associated Samples

作　　者：郑李玲[1] 秦永松 ZHENG Li-ling;QIN Yong-song(School of Science,Qinzhou University,Qinzhou 535011,China;School of Mathematics and Statistics,Guangxi Normal University,Guilin 541004,China)

机构地区：[1]钦州学院理学院,广西钦州535011 [2]广西师范大学数学与统计学院,广西桂林541004

出　　处：《数学的实践与认识》2018年第21期273-283,共11页Mathematics in Practice and Theory

基　　金：国家自然科学基金(11671102);广西自然科学基金(2016GXNSFAA3800163,2017GXNSFAA198349);广西高校重点实验室项目;广西高校中青年教师基础能力提升项目(2017KY0071)

摘　　要：在PA样本下采用分块方法构造非参数回归函数的经验似然比统计量,并在一定的正则条件下证明了统计量渐近服从卡方分布,由此构造了非参回归函数的经验似然置信区间.In this paper, we study the empirical likelihood inference for a nonparametric regression function under a positively associated sample by using the blockwise technique. It is shown that under some conditions that the blockwise EL ratio statistic is asymptotically x^2-type distributed and we obtain EL confidence interval for the nonparametric regression function under positive associated samples by using this result.

关 键 词：PA样本 非参回归函数 经验似然 置信区间 

分 类 号：O212.1[理学—概率论与数理统计]