Bounds on coverage probabilities of the empirical likelihood ratio confidence regions
Statistics Theory
2007-06-13 v1 Statistics Theory
Abstract
This paper studies the least upper bounds on coverage probabilities of the empirical likelihood ratio confidence regions based on estimating equations. The implications of the bounds on empirical likelihood inference are also discussed.
Keywords
Cite
@article{arxiv.math/0406524,
title = {Bounds on coverage probabilities of the empirical likelihood ratio confidence regions},
author = {Min Tsao},
journal= {arXiv preprint arXiv:math/0406524},
year = {2007}
}