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.
Publié le : 2004-06-14
Classification:
Bounds on coverage probability,
confidence region,
empirical likelihood,
geometric probability,
random sets,
62G15,
60D05
@article{1085408500,
author = {Tsao, Min},
title = {Bounds on coverage probabilities of the empirical likelihood ratio confidence regions},
journal = {Ann. Statist.},
volume = {32},
number = {1},
year = {2004},
pages = { 1215-1221},
language = {en},
url = {http://dml.mathdoc.fr/item/1085408500}
}
Tsao, Min. Bounds on coverage probabilities of the empirical likelihood ratio confidence regions. Ann. Statist., Tome 32 (2004) no. 1, pp. 1215-1221. http://gdmltest.u-ga.fr/item/1085408500/