Qin, Yongsong; Li, Yinghua - In: Journal of Multivariate Analysis 102 (2011) 1, pp. 153-163
In this paper, we discuss the construction of the confidence intervals for the regression vector [beta] in a linear model under negatively associated errors. It is shown that the blockwise empirical likelihood (EL) ratio statistic for [beta] is asymptotically [chi]2-type distributed. The result...