Expected lengths of confidence intervals based on empirical discrepancy statistics

DOI10.1093/biomet/92.2.499zbMath1094.62059MaRDI QIDQ5479508

Kai-Tai Fang, Rahul Mukerjee

Publication date: 10 July 2006

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/92.2.499

zbMATH Keywords

Edgeworth expansion; Empirical likelihood; Minimaxity; Cressie-Read discrepancy

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62G05: Nonparametric estimation

62G15: Nonparametric tolerance and confidence regions

62G30: Order statistics; empirical distribution functions

Related Items

Confidence intervals based on empirical statistics: existence of a probability matching prior and connection with frequentist Bartlett adjustability, Asymptotic results on a general class of empirical statistics: Power and confidence interval properties, Interval estimation of the population mean under model uncertainty: Robust versus empirical statistics, Matching posterior and frequentist cumulative distribution functions with empirical-type likelihoods in the multiparameter case, Data-dependent probability matching priors for highest posterior density and equal-tailed two-sided regions based on empirical-type likelihoods, On the approximate frequentist validity of the posterior quantiles of a parametric function: results based on empirical and related likelihoods