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

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

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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

Information

Published: June 2004
First available in Project Euclid: 24 May 2004

zbMATH: 1091.62040
MathSciNet: MR2065203
Digital Object Identifier: 10.1214/009053604000000337

Subjects:
Primary: 62G15
Secondary: 60D05

Rights: Copyright © 2004 Institute of Mathematical Statistics

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Vol.32 • No. 3 • June 2004
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