On the robustness of empirical likelihood ratio confidence intervals for location

被引：6

作者：

Tsao, M ^{[1
]}

Zhou, J ^{[1
]}

机构：

[1] Univ Victoria, Dept Math & Stat, Victoria, BC V8W 3P4, Canada

来源：

CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE | 2001年 / 29卷 / 01期

关键词：

breakdown point; confidence interval; empirical likelihood; Huber's location M-estimate; robustness;

D O I：

10.2307/3316056

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：

The authors examine the robustness of empirical likelihood ratio (ELR) confidence intervals for the mean and M-estimate of location. They show that the ELR interval for the mean has an asymptotic breakdown point of zero. They also give a formula for computing the breakdown point of the ELR interval for M-estimate. Through a numerical study, they further examine the relative advantages of the ELR interval to the commonly used confidence intervals based on the asymptotic distribution of the M-estimate.

引用

页码：129 / 140

页数：12

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