Second‐order Accurate Confidence Regions Based on Members of the Generalized Power Divergence Family

DOI10.1111/SJOS.12175zbMath1371.62046OpenAlexW1944193261MaRDI QIDQ2791837

Nicola Lunardon, Gianfranco Adimari

Publication date: 16 March 2016

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

Full work available at URL: https://doi.org/10.1111/sjos.12175

zbMATH Keywords

maximum entropyconfidence regionsempirical likelihoodBartlett correctionpower divergenceexponential empirical likelihoodhigh-order asymptotics

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

Related Items (1)

Empirical likelihood ratio in penalty form and the convex hull problem

Cites Work

• Empirical likelihood ratio confidence regions
• Adjusted empirical likelihood with high-order precision
• Goodness-of-fit statistics for discrete multivariate data
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• Exponential empirical likelihood is not Bartlett correctable
• Calibration of the empirical likelihood method for a vector mean
• Empirical likelihood is Bartlett-correctable
• On Bartlett correctability of empirical likelihood in generalized power divergence family
• Bartlett-type adjustments for empirical discrepancy test statistics
• Level-specific correction for nonparametric likelihoods
• Constructing nonparametric likelihood confidence regions with high order precisions
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood as a goodness-of-fit measure
• Miscellanea. Bartlett adjustment of empirical discrepancy statistics
• Finite-sample properties of the adjusted empirical likelihood

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