On the accuracy of empirical likelihood confidence intervals forM-Functionals
From MaRDI portal
Publication:4345901
DOI10.1080/10485259608832678zbMath0879.62043MaRDI QIDQ4345901
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
Edgeworth expansion; Bartlett correction; coverage accuracy; empirical likelihood ratio statistic; winsorized mean; Huber's estimate; Huber's functional
62G15: Nonparametric tolerance and confidence regions
Related Items
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