| 相依样本下非参数回归函数的经验似然置信区间 |
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| 引用本文： | 杨维珍,秦永松.相依样本下非参数回归函数的经验似然置信区间[J].贵州师范大学学报(自然科学版),2009,27(4):57-60. |
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| 作者姓名： | 杨维珍 秦永松 |
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| 作者单位： | 1. 凯里学院,理学院,贵州,凯里,556000
2. 广西师范大学,数学科学学院,广西,桂林,541004 |
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| 摘 要： | 构造了固定设计且误差为鞅差序列的相依样本情形非参数回归函数的经验似然比统计量,证明了统计量的极限分布为21χ,在此基础上构造了非参数回归函数的经验似然置信区间.
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| 关 键 词： | 相依样本 非参数回归函数 经验似然 置信区间 |
Empirical likelihood confidence intervals for nonparametric regression functions under depandent samples |
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| YANG Wei-zhen,QIN Yong-song.Empirical likelihood confidence intervals for nonparametric regression functions under depandent samples[J].Journal of Guizhou Normal University(Natural Sciences),2009,27(4):57-60. |
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| Authors: | YANG Wei-zhen QIN Yong-song |
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| Abstract: | This paper gives the empirical likelihood ratio statistic for a nonparametric regression function with fixed design points when the errors are a sequence of martingale.It shows that the limiting distribution of the empirical likeihood ratio statistic is χ21,from which the empirical likelihood confidence interval for the nonparametric regression function is constructed. |
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| Keywords: | dependent sample nonparametric regression function empirical likelihood confidence interval |
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