Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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On Bootstrapping; Bartlett Adjusted Empirical Likelihood Ratio Statistic in Regression Analysis

  • Woochul Kim (Department of Computer Science and Statistics, Seoul National University, Seoul, 151-742, Korea.) ;
  • Duk-Hyun Ko (Department of Computer Science and Statistics, Seoul National University, Seoul, 151-742, Korea.) ;
  • Keewon Lee (Department of Statistics, Hallim University, Chunchon, 200-702, Korea)
  • Published : 1996.06.01
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Abstract

The bootstrap calibration method for empirical likelihood is considered to make a confidence region for the regression coefficients. Asymptotic properties are studied regarding the coverage probability. Small sample simulation results reveal that the bootstrap calibration works quite well.

Keywords

References

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