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Article: Nonparametric likelihood ratio confidence intervals
Title | Nonparametric likelihood ratio confidence intervals |
---|---|
Authors | |
Keywords | Bootstrap Coverage Empirical likelihood Least favourable family Nonparametric likelihood |
Issue Date | 1999 |
Publisher | Oxford University Press. The Journal's web site is located at http://biomet.oxfordjournals.org/ |
Citation | Biometrika, 1999, v. 86 n. 1, p. 107-118 How to Cite? |
Abstract | We consider construction of two-sided nonparametric confidence intervals in a smooth function model setting. A nonparametric likelihood approach based on Stein's least favourable family is proposed as an alternative to empirical likelihood. The approach enjoys the same asymptotic properties as empirical likelihood, but is analytically and computationally less cumbersome. The simplicity of the method allows us to propose and analyse asymptotic and bootstrapping techniques as a means of reducing coverage error to levels comparable with those obtained by more computationally-intensive techniques such as the iterated bootstrap. A simulation study confirms that coverage error may be substantially reduced by simple analytic adjustment of the nonparametric likelihood interval and that bootstrapping the distribution of the nonparametric likelihood ratio results in very desirable coverage accuracy. © 1999 Biometrika Trust. |
Persistent Identifier | http://hdl.handle.net/10722/82721 |
ISSN | 2023 Impact Factor: 2.4 2023 SCImago Journal Rankings: 3.358 |
ISI Accession Number ID | |
References |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Lee, SMS | en_HK |
dc.contributor.author | Alastair Young, G | en_HK |
dc.date.accessioned | 2010-09-06T08:32:38Z | - |
dc.date.available | 2010-09-06T08:32:38Z | - |
dc.date.issued | 1999 | en_HK |
dc.identifier.citation | Biometrika, 1999, v. 86 n. 1, p. 107-118 | en_HK |
dc.identifier.issn | 0006-3444 | en_HK |
dc.identifier.uri | http://hdl.handle.net/10722/82721 | - |
dc.description.abstract | We consider construction of two-sided nonparametric confidence intervals in a smooth function model setting. A nonparametric likelihood approach based on Stein's least favourable family is proposed as an alternative to empirical likelihood. The approach enjoys the same asymptotic properties as empirical likelihood, but is analytically and computationally less cumbersome. The simplicity of the method allows us to propose and analyse asymptotic and bootstrapping techniques as a means of reducing coverage error to levels comparable with those obtained by more computationally-intensive techniques such as the iterated bootstrap. A simulation study confirms that coverage error may be substantially reduced by simple analytic adjustment of the nonparametric likelihood interval and that bootstrapping the distribution of the nonparametric likelihood ratio results in very desirable coverage accuracy. © 1999 Biometrika Trust. | en_HK |
dc.language | eng | en_HK |
dc.publisher | Oxford University Press. The Journal's web site is located at http://biomet.oxfordjournals.org/ | en_HK |
dc.relation.ispartof | Biometrika | en_HK |
dc.rights | Biometrika. Copyright © Oxford University Press. | en_HK |
dc.subject | Bootstrap | en_HK |
dc.subject | Coverage | en_HK |
dc.subject | Empirical likelihood | en_HK |
dc.subject | Least favourable family | en_HK |
dc.subject | Nonparametric likelihood | en_HK |
dc.title | Nonparametric likelihood ratio confidence intervals | en_HK |
dc.type | Article | en_HK |
dc.identifier.openurl | http://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0006-3444&volume=86&spage=107&epage=118&date=1999&atitle=Nonparametric+likelihood+ratio+confidence+intervals | en_HK |
dc.identifier.email | Lee, SMS: smslee@hku.hk | en_HK |
dc.identifier.authority | Lee, SMS=rp00726 | en_HK |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.scopus | eid_2-s2.0-15844430555 | en_HK |
dc.identifier.hkuros | 62166 | en_HK |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-15844430555&selection=ref&src=s&origin=recordpage | en_HK |
dc.identifier.volume | 86 | en_HK |
dc.identifier.issue | 1 | en_HK |
dc.identifier.spage | 107 | en_HK |
dc.identifier.epage | 118 | en_HK |
dc.identifier.isi | WOS:000079566800009 | - |
dc.publisher.place | United Kingdom | en_HK |
dc.identifier.scopusauthorid | Lee, SMS=24280225500 | en_HK |
dc.identifier.scopusauthorid | Alastair Young, G=7402900500 | en_HK |
dc.identifier.issnl | 0006-3444 | - |