A new method of calibration for the empirical loglikelihood ratio

Statistics and Probability Letters

Volumn 68, Issue 3, 2004, Pages 305-314

  Tsao, Min ^a  

^a UNIVERSITY OF VICTORIA   (Canada)

Author keywords

Confidence regions; E distributions; Empirical loglikelihood ratio; Hotelling's T2 distributions; Multivariate normal distributions; Undercoverage problem

Indexed keywords

EID: 3042537432     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2004.04.002     Document Type: Article

References (10)

1. DiCiccio T. Hall P. Romano J. Empirical likelihood is Bartlett-correctable Ann. Statist. 19 1991 1053-1061
2. Hall P. La Scala B. Methodology and algorithm of empirical likelihood Internat. Statist. Rev. 58 1990 109-127
3. Owen A.B. Empirical likelihood ratio confidence intervals for a single functional Biometrika 75 1988 237-249
4. Owen A.B. Empirical likelihood ratio confidence regions Ann. Statist. 18 1990 90-120
5. Owen A.B. Empirical Likelihood 2001 Chapman & Hall/CRC Press London
6. Qin J. Lawless J. Empirical likelihood and general estimating equations Ann. Statist. 22 1994 300-325
7. Tsao M. A small sample calibration method for the empirical likelihood ratio Statist. Probab. Lett. 54 2001 41-45
8. Tsao, M., 2003. Estimating the E distributions. Unpublished manuscript.
9. Tsao M. Bounds on coverage probabilities of the empirical likelihood ratio confidence regions Ann. Statist. 32 3 2004 1215-1221
10. Wendel J.G. A problem in geometric probability Math. Scand. 11 1962 109-111