Bayesian and frequentist confidence intervals arising from empirical-type likelihoods
经验型似然产生的贝叶斯与频率学派置信区间
For a general class of empirical-type likelihoods for the population mean, higher-order asymptotics are developed with a view to characterizing its members which allow, for any given prior, the existence of a confidence interval that has approximately correct posterior as well as frequentist coverage. In particular, it is seen that the usual empirical likelihood always allows such a confidence interval, while many of its variants proposed in the literature do not enjoy this…