Bounds on coverage probabilities of the empirical likelihood ratio confidence regions

Details Bounds on coverage probabilities of the empirical likelihood ratio confidence regions Bounds on coverage probabilities of the empirical likelihood ratio confidence regions

2004-06-25

arxiv.org/abs/math/0406524v1

Annals of Statistics 2004, Vol. 32, No. 3, 1215-1221

Mathematics

Statistics Theory

Scientific paper

10.1214/009053604000000337

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.

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