A new method of calibration for the empirical loglikelihood ratio (Q1771430)

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scientific article; zbMATH DE number 2159993
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A new method of calibration for the empirical loglikelihood ratio
scientific article; zbMATH DE number 2159993

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    A new method of calibration for the empirical loglikelihood ratio (English)
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    21 April 2005
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    Confidence regions
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    \(E\) distributions
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    Empirical loglikelihood ratio
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    Hotelling's \(T^2\) distributions
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    Multivariate normal distributions
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    Undercoverage problem
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