Dr Xing Wang xing.wang@durham.ac.uk
Assistant Professor
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.
Wang, X. (2013). The Rate Function of S-mixing Process and Its Application in Evaluating Empirical Likelihood Tests. Journal of mathematics and statistics, 9(4), 334-338. https://doi.org/10.3844/jmssp.2013.334.338
Journal Article Type | Article |
---|---|
Acceptance Date | Oct 28, 2013 |
Publication Date | Apr 1, 2013 |
Deposit Date | May 27, 2014 |
Publicly Available Date | Sep 19, 2016 |
Journal | Journal of Mathematics and Statistics |
Print ISSN | 1549-3644 |
Electronic ISSN | 1558-6359 |
Publisher | Science Publications |
Peer Reviewed | Peer Reviewed |
Volume | 9 |
Issue | 4 |
Pages | 334-338 |
DOI | https://doi.org/10.3844/jmssp.2013.334.338 |
Public URL | https://durham-repository.worktribe.com/output/1464018 |
Published Journal Article
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Publisher Licence URL
http://creativecommons.org/licenses/by/4.0/
Copyright Statement
© 2013 Xing Wang. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.
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