Constructing nonparametric likelihood confidence regions with high order precisions

DOI10.5705/SS.2009.117MaRDI QIDQ3097909zbMATH OpenOpenAlexFDO

Authors Xiao Li, Jiahua Chen, Dongsheng Tu, Yaohua Wu

Publication date 10 November 2011

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/eb151e99a8bad376c5f5e8221bbf122c3debdcb9

zbMATH Keywords

estimating equationBartlett correctionEdgeworth expansionexponential tiltingWilks' theoremexponential empirical likelihood

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

Recommendations

• Adjusted empirical likelihood with high-order precision
• Level-specific correction for nonparametric likelihoods
• Adjusted empirical likelihood with high-order one-sided coverage precision
• Pseudo-likelihood theory for empirical likelihood
• Resampling calibrated adjusted empirical likelihood

Cited in

(7)

• Nonparametric Confidence Regions for L-Moments
• Global tilting method
• Resampling calibrated adjusted empirical likelihood
• Nonparametric hypothesis testing for equality of means on the simplex
• Second-order accurate confidence regions based on members of the generalized power divergence family
• Adjusted empirical likelihood with high-order one-sided coverage precision
• Adjusted empirical likelihood with high-order precision

This page was built for publication: Constructing nonparametric likelihood confidence regions with high order precisions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3097909)