Methods of calibration for the empirical likelihood ratio
This thesis provides several new calibration methods for the empirical log-likelihood ratio. The commonly used Chi-square calibration is based on the limiting distribu¬tion of this ratio but it constantly suffers from the undercoverage problem. The finite sample distribution of the empirical log-lik...
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| Language: | English en |
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2009
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| Online Access: | http://hdl.handle.net/1828/1854 |