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

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.

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Bibliographic Details
Published inApplied Mathematics-A Journal of Chinese Universities Vol. 30; no. 1; pp. 44 - 54
Main Authors Lei, Qing-zhu, Qin, Yong-song
Format Journal Article
LanguageEnglish
Published Heidelberg Editorial Committee of Applied Mathematics - A Journal of Chinese Universities 01.03.2015
Subjects
Applications of Mathematics
Mathematics
Mathematics and Statistics
62G05
confidence region
strong mixing sample
quantile
blockwise empirical likelihood
62E20
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Summary: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.
ISSN:1005-1031
1993-0445
DOI:10.1007/s11766-015-3188-8