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  • 标题:Adjusted empirical likelihood with high-order one-sided coverage precision
  • 本地全文:下载
  • 作者:Jiahua Chen ; Yukun Liu
  • 期刊名称:Statistics and Its Interface
  • 印刷版ISSN:1938-7989
  • 电子版ISSN:1938-7997
  • 出版年度:2012
  • 卷号:5
  • 期号:3
  • 页码:281-292
  • DOI:10.4310/SII.2012.v5.n3.a1
  • 出版社:International Press
  • 摘要:Constructing confidence intervals with high-order coverage probability precision is more difficult for one-sided intervals than for two-sided intervals. Many existing methods can achieve precision of order $n^{-2}$ for two-sided intervals but only $n^{-1/2}$ for one-sided intervals. Through a creative use of adjusted empirical likelihood, we develop a new procedure that attains coverage precision of order $n^{-3/2}$ for one-sided intervals while retaining order $n^{-2}$ precision for two-sided intervals. We provide detailed comparisons of the asymptotic properties of the new method and those of representative existing methods. Simulation results show that the new method offers many advantages.
  • 关键词:Bartlett correction; confidence limit; Edgeworth expansion; zero-inflated population
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