Empirical likelihood confidence intervals for the endpoint of a distribution function

被引：0
|
作者：
Deyuan Li
Liang Peng
Yongcheng Qi
机构：
[1] Fudan University,Department of Statistics, School of Management
[2] Georgia Institute of Technology,School of Mathematics
[3] University of Minnesota–Duluth,Department of Mathematics and Statistics
来源：
TEST | 2011年 / 20卷
关键词：
Confidence interval; Coverage probability; Empirical likelihood method; Endpoint; 62G32; 62G15;
D O I：
暂无
中图分类号：
学科分类号：
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
收藏
页码：353 / 366
页数：13
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