Bootstrap Calibrated Empirical Likelihood Confidence Intervals for Low Income Proportions

摘要：

Estimates of proportions of low income individuals are often required in studies of income shares or wealth distributions. Under nonparametric settings, this paper proposes to use the bootstrap calibrated empirical likelihood method to construct confidence intervals for low income proportions. We demonstrate through simulation studies that intervals based on the bootstrap calibrated normal approximation are less satisfactory for samples of small or moderate size while the bootstrap calibrated empirical likelihood ratio confidence intervals perform well for most samples.

关键词： low income proportion empirical likelihood bootstrap method confidence interval coverage probability

作者: LEI Qingzhu QIN Yongsong

作者单位: Department of Mathematics, Guangxi Normal University, P.R.China, 541004

会议类型: 国际会议

会议名称: The 3rd International Institute of Statistics & Management Engineering Symposium(2010 国际统计与管理工程研讨会 IISMES)

会议地点: 威海

会议语种:英文

页码: 320-324

在线出版日期: 2010-07-24（万方平台首次上网日期，不代表论文的发表时间）