Empirical likelihood hypothesis test on mean with inequality constraints

doi:10.1007/s11425-011-4274-x

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	Empirical likelihood hypothesis test on mean with inequality constraints
	Chen Li 1,2; Shi Jian1
	2011-09-01
发表期刊	SCIENCE CHINA-MATHEMATICS
ISSN	1674-7283
卷号	54 期号:9 页码:1847-1857
摘要	Hypothesis test on the population mean with various inequality constraints is studied in this paper. The empirical likelihood method is applied to construct test statistics. Limiting distributions of the empirical likelihood ratio test statistics are proven to be a weighted mixture of chi-square distributions. Numerical results are presented to show the validity of the proposed method.
关键词	empirical likelihood hypothesis test inequality constraint chi-bar square least favorable point
DOI	10.1007/s11425-011-4274-x
语种	英语
资助项目	National Nature Science Foundation of China[10731010] ; National Nature Science Fund for Creative Research Groups[10721101] ; Key Fund of Yunnan Province[2010CC003]
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000294223000003
出版者	SCIENCE PRESS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/11452
专题	系统科学研究所
通讯作者	Shi Jian
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Yunnan Univ, Sch Math & Stat, Kunming 650091, Peoples R China
推荐引用方式 GB/T 7714	Chen Li,Shi Jian. Empirical likelihood hypothesis test on mean with inequality constraints[J]. SCIENCE CHINA-MATHEMATICS,2011,54(9):1847-1857.
APA	Chen Li,&Shi Jian.(2011).Empirical likelihood hypothesis test on mean with inequality constraints.SCIENCE CHINA-MATHEMATICS,54(9),1847-1857.
MLA	Chen Li,et al."Empirical likelihood hypothesis test on mean with inequality constraints".SCIENCE CHINA-MATHEMATICS 54.9(2011):1847-1857.