Bounds on coverage probabilities of the empirical likelihood ratio confidence regions

被引：59

作者：

Tsao, M ^{[1
]}

机构：

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

来源：

ANNALS OF STATISTICS | 2004年 / 32卷 / 03期

关键词：

bounds on coverage probability; confidence region; empirical likelihood; geometric probability; random sets;

D O I：

10.1214/009053604000000337

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：

This paper studies the least upper bounds on coverage probabilities of the empirical likelihood ratio confidence regions based on estimating equations. The implications of the bounds on empirical likelihood inference are also discussed.

引用

页码：1215 / 1221

页数：7

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