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Calibration of the empirical likelihood for high-dimensional data

✍ Scribed by Liu, Yukun; Zou, Changliang; Wang, Zhaojun


Book ID
120406143
Publisher
Springer Japan
Year
2012
Tongue
English
Weight
664 KB
Volume
65
Category
Article
ISSN
0020-3157

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✍ Min Tsao πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 77 KB

We present a calibration method for improving the coverage accuracy of the empirical likelihood ratio conΓΏdence interval for the mean. The method is made possible by a linear transformation invariance property of its coverage level. Simulation results show that, for non-normal distributions, the cov