In this paper a new version of the empirical log-likelihood ratio function for quantiles is presented. It is based on a suitable smooth version of the usual empirical distribution function and yields confidence intervals which are simple to compute and very accurate, even in small samples.
An empirical likelihood statistic for quantiles
ADIMARI, GIANFRANCO
1998
Abstract
In this paper a new version of the empirical log-likelihood ratio function for quantiles is presented. It is based on a suitable smooth version of the usual empirical distribution function and yields confidence intervals which are simple to compute and very accurate, even in small samples.File in questo prodotto:
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