Bounds on coverage probabilities of the empirical likelihood ratio confidence regions

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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.

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Statistics Theory, 62G15 (Primary) 60D05 (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/130593

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0406524
 http://arxiv.org/abs/math/0406524
 Annals of Statistics 2004, Vol. 32, No. 3, 1215-1221
 doi:10.1214/009053604000000337

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