A new method of calibration for the empirical loglikelihood ratio
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References listed on IDEAS
- Tsao, Min, 2001. "A small sample calibration method for the empirical likelihood ratio," Statistics & Probability Letters, Elsevier, vol. 54(1), pages 41-45, August.
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- Yongcheng Qi, 2010. "On the tail index of a heavy tailed distribution," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(2), pages 277-298, April.
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KeywordsConfidence regions E distributions Empirical loglikelihood ratio Hotelling's T2 distributions Multivariate normal distributions Undercoverage problem;
- E - Macroeconomics and Monetary Economics
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