Yongsong Qin

Empirical likelihood for linear models under negatively associated errors

In this paper, we discuss the construction of the confidence intervals for the regression vector @b in a linear model under negatively associated errors. It is shown that the blockwise empirical likelihood (EL) ratio statistic for @b is asymptotically @g^2-type distributed. The result is used to obtain an EL based confidence region for @b.

Joint empirical likelihood confidence regions for a finite number of quantiles under negatively associated samples

In this paper, the authors obtain the joint empirical likelihood confidence regions for a finite number of quantiles under negatively associated samples. As an application of this result, the empirical likelihood confidence intervals for the difference of any two quantiles are also developed.