Data-Driven Confidence Interval Estimation Incorporating Prior Information with an Adjustment for Skewed Data
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Publication:5884448
Cites work
- Accurate Approximations for Posterior Moments and Marginal Densities
- An evaluation of the power and conditionality properties of empirical likelihood
- Bayesian Biostatistics and Diagnostic Medicine
- Bayesian empirical likelihood
- Empirical likelihood
- Empirical likelihood and general estimating equations
- Empirical likelihood ratio confidence intervals for a single functional
- Frequentist coverage of adaptive nonparametric Bayesian credible sets
- Inverting an Edgeworth expansion
- Modifications of the empirical likelihood interval estimation with improved coverage probabili\-ties
- Posterior expectation based on empirical likelihoods
- Smoothed empirical likelihood confidence intervals for quantiles
- Testing the Mean of Skewed Distributions
Cited in
(6)- Variational Bayes for Fast and Accurate Empirical Likelihood Inference
- Bayesian empirical likelihood methods for quantile comparisons
- Empirical likelihood ratio tests with power one
- An exact projection pursuit-based algorithm for multivariate two-sample nonparametric testing applicable to retrospective and group sequential studies
- A sequential density-based empirical likelihood ratio test for treatment effects
- The empirical likelihood prior applied to bias reduction of general estimating equations
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