【摘 要】
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Empirical likelihood in generalized linear models with multivariate responses and working covari-ance matrix is discussed.Under the weakest assumption on eigenvalues of Fisher\'s information matrix and some other regular conditions,we prove that the non
【机 构】
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School of Mathematical Science,Nanjing Normal University,Nanjing 210097,China;School of Statistics a
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Empirical likelihood in generalized linear models with multivariate responses and working covari-ance matrix is discussed.Under the weakest assumption on eigenvalues of Fisher\'s information matrix and some other regular conditions,we prove that the non-parametric Wilk\'s property still holds,that is,the empirical log-likelihood ratio at the true parameter values converges to the standard chi-square distribution.Numerical simulations are given to verify our theoretical result.
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