| 矩约束条件下的广义经验似然 |
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| 引用本文： | 张军舰. 矩约束条件下的广义经验似然[J]. 广西师范大学学报(自然科学版), 2006, 24(1): 56-59 |
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| 作者姓名： | 张军舰 |
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| 作者单位： | 广西师范大学数学与计算机科学学院,广西,桂林,541004 |
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| 摘 要： | 讨论矩约束条件下的广义经验似然比统计量族以及相应的性质。此统计量实际上是B aggerly(1998)所介绍的广义经验似然比统计量的一种推广。在一定条件下,证明了此分布族中的统计量与Ow en(1988)和Q in and L aw less(1994)的经验似然是一阶渐近等价的。因此,这些统计量的分布均是渐近于2χ分布,相应的估计也都满足相合性和渐近正态性。
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| 关 键 词： | 广义经验似然 经验似然 矩约束 |
| 文章编号： | 1001-6600（2006）01-0056-04 |
| 收稿时间： | 2005-08-13 |
| 修稿时间： | 2005-08-13 |
Generalized Empirical Likelihood with Moment Restrictions |
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| ZHANG Jun-jian. Generalized Empirical Likelihood with Moment Restrictions[J]. Journal of Guangxi Normal University(Natural Science Edition), 2006, 24(1): 56-59 |
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| Authors: | ZHANG Jun-jian |
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| Affiliation: | College of Mathematics and Computer Science,Guangxi Normal University,Guilin 541004,China |
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| Abstract: | The family of generalized empirical likelihood ratio statistics with moment restrictions ,which is a generalization of Baggerly,is investigated. It is shown that the statistics in the family are all fist-order equivalent to empirical likelihood of Owen and Qin and Lawless under suitable conditions. Hence,they are all asymptotically X^2 distributed and the corresponding estimators of the parameters are all consistent and asymptotically normal. |
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| Keywords: | generalized empirical likelihood empirical likelihood moment restrictions |
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