Asymptotic results on a general class of empirical statistics: Power and confidence interval properties
DOI10.1007/S10463-006-0040-1zbMATH Open1100.62052OpenAlexW2129506823MaRDI QIDQ853843FDOQ853843
Authors: In Hong Chang, Rahul Mukerjee 
Publication date: 17 November 2006
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-006-0040-1
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confidence intervalEdgeworth expansionempirical likelihoodcontiguous alternativessecond-orderthird-orderminimaxityBartlett-type adjustmentaverage power
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Cites Work
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- Title not available (Why is that?)
- Empirical likelihood
- Empirical likelihood ratio confidence intervals for a single functional
- Bartlett-type adjustments for empirical discrepancy test statistics
- Empirical likelihood as a goodness-of-fit measure
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- Second-order power comparisons for a class of nonparametric likelihood-based tests
- A modified score test statistic having chi-squared distribution to order \(n^{-1}\)
- Comparison of tests in the multiparameter case. I. Second-order power
- Comparison of tests in the multiparameter case. II. A third-order optimality property of Rao's test
- Miscellanea. Bartlett adjustment of empirical discrepancy statistics
- Bayesian exponentially tilted empirical likelihood
- On Efficiency of First and Second Order
- Empirical-type likelihoods allowing posterior credible sets with frequentist validity: Higher-order asymptotics
- On Confidence Intervals Associated With the Usual and Adjusted Likelihoods
- Expected lengths of confidence intervals based on empirical discrepancy statistics
- Higher order power properties of empirical discrepancy statistics
Cited In (5)
- Comparison of Bartlett-type adjusted tests in the multiparameter case
- Higher order power properties of empirical discrepancy statistics
- Expected lengths of confidence intervals based on empirical discrepancy statistics
- Generic results for establishing the asymptotic size of confidence sets and tests
- Confidence intervals based on empirical statistics: existence of a probability matching prior and connection with frequentist Bartlett adjustability
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