On the accuracy of empirical likelihood confidence intervals forM-Functionals

DOI10.1080/10485259608832678zbMath0879.62043OpenAlexW2065690909MaRDI QIDQ4345901

Biao Zhang

Publication date: 16 December 1997

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

Full work available at URL: https://doi.org/10.1080/10485259608832678

zbMATH Keywords

Edgeworth expansionBartlett correctioncoverage accuracyempirical likelihood ratio statisticwinsorized meanHuber's estimateHuber's functional

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15)

Related Items (3)

Unnamed Item ⋮ Empirical likelihood for the two-sample mean problem ⋮ Bartlett-type adjustments for empirical discrepancy test statistics

Cites Work

• Empirical likelihood ratio confidence regions
• Pseudo-likelihood theory for empirical likelihood
• Empirical likelihood for linear models
• On the validity of the formal Edgeworth expansion
• Smoothed empirical likelihood confidence intervals for quantiles
• Empirical likelihood and general estimating equations
• Empirical likelihood is Bartlett-correctable
• Approximation Theorems of Mathematical Statistics
• On the bootstrap and likelihood-based confidence regions
• On the level-error after Bartlett adjustment of the likelihood ratio statistic
• Empirical likelihood ratio confidence intervals for a single functional
• Nonparametric standard errors and confidence intervals
• Robust Estimation of a Location Parameter
• Robust Statistics

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