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Volumn 29, Issue 1, 2001, Pages 129-140

On the robustness of empirical likelihood ratio confidence intervals for location

Author keywords

Breakdown point; Confidence interval; Empirical likelihood; Huber's location m estimate; Robustness

Indexed keywords


EID: 0035632750     PISSN: 03195724     EISSN: None     Source Type: Journal    
DOI: 10.2307/3316056     Document Type: Article
Times cited : (11)

References (14)
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    • (1983) Festschrift for Eric Lehmann , pp. 157-184
    • Donoho, D.L.1    Huber, P.J.2
  • 4
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    • Methodology and algorithm of empirical likelihood
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    • Hall, P.1    Scala, B.L.2
  • 7
    • 21144475214 scopus 로고
    • Efficiency-constrained bias-robust estimation of location
    • R. D. Martin & R. H. Zamar (1993). Efficiency-constrained bias-robust estimation of location. The Annals of Statistics, 21, 338-354.
    • (1993) The Annals of Statistics , vol.21 , pp. 338-354
    • Martin, R.D.1    Zamar, R.H.2
  • 8
    • 0001487011 scopus 로고    scopus 로고
    • Empirical likelihood confidence regions in time series models
    • A. C. Monti (1997). Empirical likelihood confidence regions in time series models. Biometrika, 84, 395-405.
    • (1997) Biometrika , vol.84 , pp. 395-405
    • Monti, A.C.1
  • 9
    • 0000060427 scopus 로고
    • Empirical likelihood ratio confidence intervals for a single functional
    • A. B. Owen (1988). Empirical likelihood ratio confidence intervals for a single functional. Biometrika, 75, 237-249.
    • (1988) Biometrika , vol.75 , pp. 237-249
    • Owen, A.B.1
  • 10
    • 0002552463 scopus 로고
    • Empirical likelihood ratio confidence regions
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    • Owen, A.B.1
  • 11
    • 0001085733 scopus 로고
    • Empirical likelihood for linear models
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    • (1991) The Annals of Statistics , vol.19 , pp. 1725-1747
    • Owen, A.B.1
  • 12
    • 0347609095 scopus 로고
    • Empirical likelihood and general estimating equations
    • J. Qin & J. F. Lawless (1994). Empirical likelihood and general estimating equations. The Annals of Statistics, 22, 300-325.
    • (1994) The Annals of Statistics , vol.22 , pp. 300-325
    • Qin, J.1    Lawless, J.F.2
  • 13
    • 0032286305 scopus 로고    scopus 로고
    • Breakdown theory for bootstrap quantiles
    • K. Singh (1998). Breakdown theory for bootstrap quantiles. The Annals of Statistics, 26, 1719-1732.
    • (1998) The Annals of Statistics , vol.26 , pp. 1719-1732
    • Singh, K.1
  • 14
    • 0001390053 scopus 로고
    • Do robust estimators work with real data?
    • S. M. Stigler (1977). Do robust estimators work with real data? The Annals of Statistics, 6, 1055-1098.
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    • Stigler, S.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.