Title（题目）：Empirical Likelihood Under Inequality Constraints

Speaker（报告人）：石坚 研究员 (中国科学院数学和系统科学研究院)

Time（时间）：2010年12月9日（周四）下午2:00-3:00

Place（地点）：北京大学理科一号楼1303教室

Abstract（摘要）：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（报告人介绍）：石坚，中国科学院数学与系统科学研究院研究员。1994年毕业于北京大学概率统计系，获理学博士学位。