On the accuracy of empirical likelihood confidence regions for linear regression model

DOI10.1007/BF00774777zbMath0799.62070MaRDI QIDQ1335366

Song Xi Chen

Publication date: 20 November 1994

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

zbMATH Keywords

tablescoverage errorsempirical Bartlett correctionempirical likelihood confidence regionsWilks' theorems

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonparametric tolerance and confidence regions (62G15)

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Cites Work

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• Empirical likelihood ratio confidence regions
• Empirical likelihood for linear models
• Smoothed empirical likelihood confidence intervals for quantiles
• Jackknife, bootstrap and other resampling methods in regression analysis
• Empirical likelihood is Bartlett-correctable
• On the level-error after Bartlett adjustment of the likelihood ratio statistic
• Empirical likelihood ratio confidence intervals for a single functional

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