Expected lengths of confidence intervals based on empirical discrepancy statistics

• 成果类型: Article
• 署名作者: Fang, KT; Mukerjee, R
• 署名单位: Hong Kong Baptist University; Indian Institute of Management (IIM System); Indian Institute of Management Calcutta
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/92.2.499
• 发表日期: 2005
• 页码: 499503
• 关键词: adjusted likelihoods

摘要

We consider a very general class of empirical discrepancy statistics that includes the Cressie-Read discrepancy statistics and, in particular, the empirical likelihood ratio statistic. Higher-order asymptotics for expected lengths of associated confidence intervals are investigated. An explicit formula is worked out and its use for comparative purposes is discussed. It is seen that the empirical likelihood ratio statistic, which enjoys interesting second-order power properties, loses much of its edge under the present criterion.