拉斯维加斯9888

Title（标题）：Empirical Likelihood Under Inequality Constraints

Speaker（汇报人）：石坚 钻研员 (中国科学院数学和系统科学钻研院)

Time（功夫）：2010年12月9日（周四）下午2:00-3:00

Abstract（提要）：

Inference under inequality constraints on parameter space is a challenging problem for the empirical likelihood. Little progress has been made since EL Barmi (1996)’s work on this topic due to difficulties in optimization and analysis of asymptotic distribution.

In this talk, using an approach different to that of EL Barmi (1996), we give empirical likelihood ratio test statistics and their asymptotic distributions for testing problems on one sample mean, two sample mean, linear combination of coefficients of one and two sample regression models under various inequality constraints.

About the speaker（汇报人介绍）：

石坚
，中国科学院数学与系统科学钻研院钻研员。1994年毕业于北京大学概率统计系
，获理学博士学位。