Empirical likelihood confidence intervals for the endpoint of a distribution function

• Autores: Deyuan Li, Liang Peng, Yongcheng Qi
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 20, Nº. 2, 2011, págs. 353-366
• Idioma: inglés
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• Resumen

  • Estimating the endpoint of a distribution function is of interest in product analysis and predicting the maximum lifetime of an item. In this paper, we propose an empirical likelihood method to construct a confidence interval for the endpoint. A simulation study shows the proposed confidence interval has better coverage accuracy than the normal approximation method, and bootstrap calibration improves the accuracy.