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.
Citation
Min Tsao. "Bounds on coverage probabilities of the empirical likelihood ratio confidence regions." Ann. Statist. 32 (3) 1215 - 1221, June 2004. https://doi.org/10.1214/009053604000000337
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