Empirical Likelihood Confidence Interval
โ
S.X. Chen
๐
Article
๐
1994
๐
Elsevier Science
๐
English
โ 527 KB
Nonparametric versions of Wilks' theorem are proved for empirical likelihood estimators of slope and mean parameters for a simple linear regression model. They enable us to construct empirical likelihood confidence intervals for these parameters. The coverage errors of these confidence intervals are