Mixture Distributions Based Methods of Calibration for the Empirical Log-Likelihood Ratio

DOI10.1080/03610910701208973zbMath1118.62050OpenAlexW1997756525MaRDI QIDQ3447104

Jenny Jiang, Min Tsao

Publication date: 28 June 2007

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910701208973

zbMATH Keywords

tablescoverage probabilitymixture distributionschi-square calibrationempirical likelihood ratio confidence regionfinite sample distributions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15)

Cites Work

• Empirical likelihood ratio confidence regions
• Pseudo-likelihood theory for empirical likelihood
• Empirical likelihood and general estimating equations
• A new method of calibration for the empirical loglikelihood ratio
• Bounds on coverage probabilities of the empirical likelihood ratio confidence regions.
• Empirical likelihood is Bartlett-correctable
• Empirical likelihood based inference for the derivative of the nonparametric regression function
• Methodology and Algorithms of Empirical Likelihood
• Empirical likelihood ratio confidence intervals for a single functional
• A Problem in Geometric Probability.

This page was built for publication: Mixture Distributions Based Methods of Calibration for the Empirical Log-Likelihood Ratio