Bounds on coverage probabilities of the empirical likelihood ratio confidence regions
成果类型：
Article
署名作者：
Tsao, M
署名单位：
University of Victoria
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
DOI：
10.1214/009053604000000337
发表日期：
2004
页码：
1215-1221
关键词：
摘要：
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.