Bounds on coverage probabilities of the empirical likelihood ratio confidence regions

2004/05/27 by Min Tsao · 1 citation
Mathematics · #Advanced Causal Inference Techniques #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #math.ST #msc:60D05 #msc:62G15 #stat.TH

paper · pdf · doi:10.1214/009053604000000337

published as Annals of Statistics 2004, Vol. 32, No. 3, 1215-1221

openalex publication_date 2004/05/27 · arxiv created 2004/06/25 · arxiv updated 2009/12/01 · openalex created_date 2016/06/24 · openalex updated_date 2026/07/28

Abstract

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.

Cited by

• Adjusted empirical likelihood with high-order precision