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

Wang, Xing

doi:10.3844/jmssp.2013.334.338

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

Wang, Xing

Authors

Dr Xing Wang xing.wang@durham.ac.uk
Assistant Professor

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

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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.