Empirical likelihood confidence intervals for the endpoint of a distribution function

被引：11

作者：

Li, Deyuan ^{[2
]}

Peng, Liang ^{[1
]}

Qi, Yongcheng ^{[3
]}

机构：

[1] Georgia Inst Technol, Sch Math, Atlanta, GA 30332 USA

[2] Fudan Univ, Dept Stat, Sch Management, Shanghai 200433, Peoples R China

[3] Univ Minnesota, Dept Math & Stat, Duluth, MN 55812 USA

来源：

TEST | 2011年 / 20卷 / 02期

关键词：

Confidence interval; Coverage probability; Empirical likelihood method; Endpoint; MAXIMUM; ESTIMATOR; PARAMETER; INDEX;

D O I：

10.1007/s11749-010-0204-4

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Estimating the endpoint of a distribution function is of interest in product analysis and predicting the maximum lifetime of an item. In this paper, we propose an empirical likelihood method to construct a confidence interval for the endpoint. A simulation study shows the proposed confidence interval has better coverage accuracy than the normal approximation method, and bootstrap calibration improves the accuracy.

引用

页码：353 / 366

页数：14

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