The Rate Function of S-mixing Process and Its Application in Evaluating Empirical Likelihood Tests

Wang, Xing

Abstract

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.

Citation

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