THE RATE FUNCTION OF S-MIXING PROCESS AND ITS APPLICATION IN EVALUATING EMPIRICAL LIKELIHOOD TESTS | Science Publications

Journal of Mathematics and Statistics

Xing Wang¹ 

关键词: Large Deviations;    Strong Mixing;    Empirical Likelihood Test;   

DOI  :  10.3844/jmssp.2013.334.338

学科分类：社会科学、人文和艺术（综合）

来源: Science Publications

【 摘 要 】

In this study we show that the rate function of S-Mixing stationary process with part of the hypermixing condition is equivalent to the Kullback-Leibler distance. This finding can be used to extend the result of the optimality of empirical likelihood test in i.i.d setting to weakly depended case, so that the Asymptotic Relative Efficiency (ARE) of the empirical likelihood test with strong mixing data can be established.

【 授权许可】

Unknown