Data-Driven Confidence Interval Estimation Incorporating Prior Information with an Adjustment for Skewed Data

DOI10.1080/00031305.2016.1141707OpenAlexW2294111572WikidataQ58291200 ScholiaQ58291200MaRDI QIDQ5884448

Li Zou, Albert Vexler, 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

zbMATH Keywords

Bayesian estimationempirical likelihoodcredible intervalsequal tail confidence intervalhighest posterior density confidence intervalnonparametric confidence interval estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Empirical likelihood ratio tests with power one ⋮ Bayesian empirical likelihood methods for quantile comparisons ⋮ The empirical likelihood prior applied to bias reduction of general estimating equations

Uses Software

• R
• BayesDA

Cites Work

• Unnamed Item
• Inverting an Edgeworth expansion
• Smoothed empirical likelihood confidence intervals for quantiles
• Empirical likelihood and general estimating equations
• Frequentist coverage of adaptive nonparametric Bayesian credible sets
• Posterior expectation based on empirical likelihoods
• Modifications of the Empirical Likelihood Interval Estimation with Improved Coverage Probabilities
• Accurate Approximations for Posterior Moments and Marginal Densities
• Empirical likelihood ratio confidence intervals for a single functional
• An evaluation of the power and conditionality properties of empirical likelihood
• Bayesian empirical likelihood
• Testing the Mean of Skewed Distributions
• Bayesian Biostatistics and Diagnostic Medicine

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