Tsao, Min Bounds on coverage probabilities of the empirical likelihood ratio confidence regions. (English) Zbl 1091.62040 Ann. Stat. 32, No. 3, 1215-1221 (2004). Summary: This paper studies the least upper bounds on coverage probabilities of the empirical likelihood ratio confidence regions based on estimating equations. The implications of the bounds on empirical likelihood inference are also discussed. Cited in 1 ReviewCited in 40 Documents MSC: 62G15 Nonparametric tolerance and confidence regions 60D05 Geometric probability and stochastic geometry Keywords:bounds on coverage probability; confidence region; empirical likelihood; geometric probability; random sets × Cite Format Result Cite Review PDF Full Text: DOI arXiv References: [1] Efron, B. (1965). The convex hull of a random set of points. Biometrika 52 331–343. · Zbl 0138.41301 · doi:10.1093/biomet/52.3-4.331 [2] Owen, A. B. (2001). Empirical Likelihood . Chapman and Hall, London. · Zbl 0989.62019 [3] Qin, J. and Lawless, J. (1994). Empirical likelihood and general estimating equations. Ann. Statist. 22 300–325. JSTOR: · Zbl 0799.62049 · doi:10.1214/aos/1176325370 [4] Tsao, M. (2004). A new method of calibration for the empirical log likelihood ratio. Statist. Probab. Lett. · Zbl 1075.62012 [5] Wendel, J. G. (1962). A problem in geometric probability. Math. Scand. 11 109–111. · Zbl 0108.31603 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.