【摘要】 讨论矩约束条件下的广义经验似然比统计量族以及相应的性质。此统计量实际上是B aggerly(1998)所介绍的广义经验似然比统计量的一种推广。在一定条件下,证明了此分布族中的统计量与Ow en(1988)和Q in and L aw less(1994)的经验似然是一阶渐近等价的。因此,这些统计量的分布均是渐近于2χ分布,相应的估计也都满足相合性和渐近正态性。更多还原

【Abstract】 The family of generalized empirical likelihood ratio statistics with moment restrictions,which is a generalization of Baggerly,is investigated.It is shown that the statistics in the family are all fist-order equivalent to empirical likelihood of Owen and Qin and Lawless under suitable conditions.Hence,they are all asymptotically χ~2 distributed and the corresponding estimators of the parameters are all consistent and asymptotically normal.更多还原