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

页码：353 / 366

页数：13

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