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Empirical likelihood-based confidence intervals for data with possible zero observations

✍ Scribed by Song Xi Chen; Jing Qin

Publisher: Elsevier Science
Year: 2003
Tongue: English
Weight: 212 KB
Volume: 65
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(03)00216-5

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✦ Synopsis

In statistical applications, we often encounter a situation where a substantial number of observations takes zero value and at the same time the non-zero observations are highly skewed. We propose empirical likelihood-based non-parametric conÿdence intervals for the mean parameter which have two unique features. One is that the information contained in the zero observations is fully utilized. The other is that the proposed conÿdence intervals are more re ective to the skewness in the non-zero observations than those based on the asymptotic normality.

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