Data-Driven Confidence Interval Estimation Incorporating Prior Information with an Adjustment for Skewed Data
DOI10.1080/00031305.2016.1141707OpenAlexW2294111572WikidataQ58291200 ScholiaQ58291200MaRDI QIDQ5884448FDOQ5884448
Authors: Albert Vexler, L. Zou, Alan D. Hutson 
Publication date: 21 March 2023
Published in: The American Statistician (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00031305.2016.1141707
empirical likelihoodBayesian estimationcredible intervalsequal tail confidence intervalhighest posterior density confidence intervalnonparametric confidence interval estimation
Cites Work
- Empirical likelihood and general estimating equations
- Empirical likelihood
- Accurate Approximations for Posterior Moments and Marginal Densities
- Empirical likelihood ratio confidence intervals for a single functional
- Bayesian empirical likelihood
- Smoothed empirical likelihood confidence intervals for quantiles
- Frequentist coverage of adaptive nonparametric Bayesian credible sets
- Inverting an Edgeworth expansion
- Modifications of the empirical likelihood interval estimation with improved coverage probabili\-ties
- Testing the Mean of Skewed Distributions
- An evaluation of the power and conditionality properties of empirical likelihood
- Posterior expectation based on empirical likelihoods
- Bayesian Biostatistics and Diagnostic Medicine
Cited In (6)
- Variational Bayes for Fast and Accurate Empirical Likelihood Inference
- Bayesian empirical likelihood methods for quantile comparisons
- 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
- Empirical likelihood ratio tests with power one
- The empirical likelihood prior applied to bias reduction of general estimating equations
Uses Software
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