CAJ | 학술논문

相协性在可靠性理论和统计领域中的一些重要模型中广泛出现。本文在平稳相协误差下研究了线性模型中回归系数的置信域的构造。在适当的条件下证明了回归系数的分组经验似然比统计量的渐近分布为卡方分布，并利用此结果构造了回归系数的经验似然置信域。
상협성재가고성이론화통계영역중적일사중요모형중엄범출현。본문재평은상협오차하연구료선성모형중회귀계수적치신역적구조。재괄당적조건하증명료회귀계수적분조경험사연비통계량적점근분포위잡방분포，병이용차결과구조료회귀계수적경험사연치신역。
Association often occurs in certain reliability theory problems, as well as in some important models employed in statistical mechanics. In this paper, we investigate the construction of the confidence regions for the regression vector β in a linear model under stationary and associated errors. It is shown that the blockwise em-pirical likelihood (EL) ratio statistic forβ asymptotically hasχ2 distribution. The result is applied to obtain an EL-based confidence region forβ.