On the robustness of empirical likelihood ratio confidence intervals for location
نویسندگان
چکیده
The authors examine the robustness of empirical likelihood ratio (ELR) confidence intervals for the mean and M -estimate of location. They show that the ELR interval for the mean has an asymptotic breakdown point of zero. They also give a formula for computing the breakdown point of the ELR interval for M -estimate. Through a numerical study, they further examine the relative advantages of the ELR interval to the commonly used confidence intervals based on the asymptotic distribution of the M -estimate.
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