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ISSN: 1549-3644 (Print)
ISSN: 1558-6359 (Online)
Research Article Open Access

THE RATE FUNCTION OF S-MIXING PROCESS AND ITS APPLICATION IN EVALUATING EMPIRICAL LIKELIHOOD TESTS

Xing Wang1
  • 1 Durham University, United Kingdom

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.

Journal of Mathematics and Statistics
Volume 9 No. 4, 2013, 334-338

DOI: https://doi.org/10.3844/jmssp.2013.334.338

Submitted On: 28 March 2013 Published On: 28 October 2013

How to Cite: 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

Open AccessCopyright: © 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.

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Keywords

  • Large Deviations
  • Strong Mixing
  • Empirical Likelihood Test