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Empirical likelihood for quantiles under associated samples

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Abstract

The construction of confidence intervals for quantiles of a population under a associated sample is studied by using the blockwise technique. It is shown that the blockwise empirical likelihood (EL) ratio statistic is asymptotically χ2-type distributed, which is used to obtain EL-based confidence intervals for quantiles of a population.

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Correspondence to Yong-song Qin.

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Supported by the National Natural Science Foundation of China (No. 11271088, 11201088, 11361011), the Natural Science Foundation of Guangxi (N0.2013GXNSFAA019004, 2013GXNSFAA019007, 2013GXNSFBA019001), the New Century Ten, Hundred and Thousand Talents Project of Guangxi and the Youth Foundation of Guangxi Normal University.

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Li, Yh., Qin, Ys. & Lei, Qz. Empirical likelihood for quantiles under associated samples. Acta Math. Appl. Sin. Engl. Ser. 31, 71–80 (2015). https://doi.org/10.1007/s10255-015-0451-y

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  • DOI: https://doi.org/10.1007/s10255-015-0451-y

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