限制经验似然置信区域的置信概率的精度

ON THE ACCURACY OF CONSTRAINED EMPIRICAL LIKELIHOOD CONFIDENCE REGIONS

证明了用限制经验似然比构造的置信区域的置信概率误差的阶为Ｏ（ｎ－１）．使用Ｂａｒｔｌｅｔ修正方法将该误差的阶降为Ｏ（ｎ－２）．

The coverage errors of the constrained empirical likelihood confidence regions for means are of order n -1 . Bartlett corrections may be employed to reduce the order of magnitude of the coverage errors to n -2 .