Modifications of the Empirical Likelihood Interval Estimation with Improved Coverage Probabilities
From MaRDI portal
Publication:3652754
DOI10.1080/03610910903259659zbMath1183.62075OpenAlexW2132081557MaRDI QIDQ3652754
Shuling Liu, Albert Vexler, Le Kang, Alan D. Hutson
Publication date: 16 December 2009
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610910903259659
likelihood ratiointerval estimationempirical likelihoodBartlett correctiontype I errornonparametric testmodified \(t\)-testsignificance levelglucose data
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)
Related Items
Data-Driven Confidence Interval Estimation Incorporating Prior Information with an Adjustment for Skewed Data, Empirical likelihood ratio tests with power one, Bayesian empirical likelihood methods for quantile comparisons, The empirical likelihood prior applied to bias reduction of general estimating equations, An empirical likelihood ratio based goodness-of-fit test for inverse Gaussian distributions, An extensive power evaluation of a novel two-sample density-based empirical likelihood ratio test for paired data with an application to a treatment study of attention-deficit/hyperactivity disorder and severe mood dysregulation, Evaluating the relative merits of competing models based on empirical likelihood ratio test, Two-sample density-based empirical likelihood tests for incomplete data in application to a pneumonia study, Retrospective Change Point Detection: From Parametric to Distribution Free Policies, An extension to empirical likelihood for evaluating probability weighted moments, Simple and Exact Empirical Likelihood Ratio Tests for Normality Based on Moment Relations, A Simple Density-Based Empirical Likelihood Ratio Test for Independence
Cites Work
- Empirical likelihood ratio confidence regions
- Empirical likelihood for linear models
- Empirical likelihood and general estimating equations
- Empirical likelihood is Bartlett-correctable
- Methodology and Algorithms of Empirical Likelihood
- Empirical likelihood ratio confidence intervals for a single functional
- Miscellanea. Bartlett adjustment of empirical discrepancy statistics
- Empirical likelihood in the presence of nuisance parameters
- The score function and a comparison of various adjustments of the profile likelihood
- On Bartlett correction of empirical likelihood in the presence of nuisance parameters
- The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses