Bounds on coverage probabilities of the empirical likelihood ratio confidence regions

Annals of Statistics

Volumn 32, Issue 3, 2004, Pages 1215-1221

  Tsao, Min ^a  

^a UNIVERSITY OF VICTORIA   (Canada)

Author keywords

Bounds on coverage probability; Confidence region; Empirical likelihood; Geometric probability; Random sets

Indexed keywords

EID: 3042675623     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053604000000337     Document Type: Article

References (5)

1. EFRON, B. (1965). The convex hull of a random set of points. Biometrika 52 331-343.
2. OWEN, A. B. (2001). Empirical Likelihood. Chapman and Hall, London.
3. QIN, J. and LAWLESS, J. (1994). Empirical likelihood and general estimating equations. Ann. Statist. 22 300-325.
4. TSAO, M. (2004). A new method of calibration for the empirical log likelihood ratio. Statist. Probab. Lett. To appear.
5. WENDEL, J. G. (1962). A problem in geometric probability. Math. Scand. 11 109-111.