The DOI matches its Crossref record; 8 of the 8 references it cites were found in a registry or an index.
Empirical likelihood ratio confidence intervals for a single functional
Abstract
The empirical distribution function based on a sample is well known to be the maximum likelihood estimate of the distribution from which the sample was taken. In this paper the likelihood function for distributions is used to define a likelihood ratio function for distributions. It is shown that this empirical likelihood ratio function can be used to construct confidence intervals for the sample mean, for a class of M-estimates that includes quantiles, and for differentiable statistical functionals. The results are nonpara-metric extensions of Wilks's (1938) theorem for parametric likelihood ratios. The intervals are illustrated on some real data and compared in a simulation to some bootstrap confidence intervals and to intervals based on Student's t statistic. A hybrid method that uses the bootstrap to determine critical values of the likelihood ratio is introduced.
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Cites
Savitzky-Golay Smoothing Filters
Press, W. H., & Teukolsky, S. A. (1990) · Computers in Physics · doi:10.1063/1.4822961 · Cited by 11,670
The Jackknife, the Bootstrap and Other Resampling Plans
Efron, B. (1982) · Society for Industrial and Applied Mathematics eBooks · doi:10.1137/1.9781611970319 · Cited by 8,120
The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
Wilks, S. S. (1938) · The Annals of Mathematical Statistics · doi:10.1214/aoms/1177732360 · Cited by 3,493
Better Bootstrap Confidence Intervals
Efron, B. (1987) · Journal of the American Statistical Association · doi:10.1080/01621459.1987.10478410 · Cited by 3,364
The Influence Curve and its Role in Robust Estimation
Hampel, F. R. (1974) · Journal of the American Statistical Association · doi:10.1080/01621459.1974.10482962 · Cited by 2,706
Nonparametric standard errors and confidence intervals
Efron, B. (1981) · Canadian Journal of Statistics · doi:10.2307/3314608 · Cited by 679
Do Robust Estimators Work with Real Data?
Stigler, S. M. (1977) · The Annals of Statistics · doi:10.1214/aos/1176343997 · Cited by 412
Qualms about Bootstrap Confidence Intervals
Schenker, N. (1985) · Journal of the American Statistical Association · doi:10.1080/01621459.1985.10478123 · Cited by 161
Cited by
A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments
Stock, J. H., Wright, J. H., & Yogo, M. (2002) · Journal of Business & Economic Statistics · doi:10.1198/073500102288618658 · Cited by 4,274
Bootstrap confidence intervals
DiCiccio, T. J., & Efron, B. (1996) · Statistical Science · doi:10.1214/ss/1032280214 · Cited by 2,286
Empirical Likelihood Ratio Confidence Regions
Owen, A. (1990) · The Annals of Statistics · doi:10.1214/aos/1176347494 · Cited by 1,494
Self-citationMurphy, S. A., & Van Der Vaart, A. W. (2000) · Journal of the American Statistical Association · doi:10.1080/01621459.2000.10474219 · Cited by 712
Metadata
- Authors
- OWEN, A. B.
- Venue
- Biometrika
- Publisher
- Oxford University Press (OUP)
- Published
- 1988
- Volume
- 75
- Issue
- 2
- Pages
- 237-249
- ISSN
- 0006-3444 (ISSN-L)
- 1464-3510
- OpenAlex
- W2116855184
- Cited by
- 2,041
- References
- 8
- FWCI
- 8.33
- Type
- journal article
- Language
- en
- Open access
- closed
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