On the robustness of empirical likelihood ratio confidence intervals for location

DOI10.2307/3316056zbMath1013.62056OpenAlexW2082271139MaRDI QIDQ2738926

Min Tsao, Julie Zhou

Publication date: 3 July 2003

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/14d2ab54a24fb5bec7d344fdbf9f79cf15ea23f4

zbMATH Keywords

robustnessconfidence intervalbreakdown pointempirical likelihoodHuber's location M-estimate

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Nonparametric robustness (62G35) Nonparametric tolerance and confidence regions (62G15)

Related Items (6)

Spatial median depth-based robust adjusted empirical likelihood ⋮ Multiple robustness estimation in causal inference ⋮ Empirical likelihood ratio in penalty form and the convex hull problem ⋮ Depth-based weighted jackknife empirical likelihood for non-smooth \(U\)-structure equations. WJEL for \(U\)-structure equations ⋮ Robust likelihood functions in Bayesian inference ⋮ Quasi-likelihood from \(M\)-estimators: a numerical comparison with empirical likelihood

Cites Work

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• Empirical likelihood ratio confidence regions
• Do robust estimators work with real data?
• Empirical likelihood is Bartlett-correctable
• Methodology and Algorithms of Empirical Likelihood
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood confidence regions in time series models

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