Asymptotic results on a general class of empirical statistics: Power and confidence interval properties

DOI10.1007/s10463-006-0040-1zbMath1100.62052OpenAlexW2129506823MaRDI QIDQ853843

In Hong Chang, Rahul Mukerjee

Publication date: 17 November 2006

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-006-0040-1

zbMATH Keywords

confidence intervalminimaxityEdgeworth expansionempirical likelihoodaverage powercontiguous alternativessecond-orderthird-orderBartlett-type adjustment

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Asymptotic properties of parametric tests (62F05)

Related Items (2)

Confidence intervals based on empirical statistics: existence of a probability matching prior and connection with frequentist Bartlett adjustability ⋮ Comparison of Bartlett-type adjusted tests in the multiparameter case

Cites Work

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• Higher Order Power Properties of Empirical Discrepancy Statistics
• Bayesian exponentially tilted empirical likelihood
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• Expected lengths of confidence intervals based on empirical discrepancy statistics

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