文章基本信息

标题：Adjusted empirical likelihood with high-order one-sided coverage precision
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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