Interval Estimation of Random Coefficient Integer-Valued Autoregressive Model Based on Mean Empirical Likelihood Method

Table 3

The coverage probability of the confidence regions where .

Level		n = 20				n = 30				n = 50				n = 100
		MEL	EL	EEL	AEL	MEL	EL	EEL	AEL	MEL	EL	EEL	AEL	MEL	EL	EEL	AEL
0.95	0.1	0.979	0.937	1.000	0.898	0.969	0.928	0.973	0.919	0.954	0.944	0.954	0.922	0.951	0.935	0.951	0.932
	0.2	0.983	0.945	1.000	0.909	0.976	0.932	0.982	0.892	0.958	0.931	0.961	0.912	0.954	0.942	0.954	0.933
	0.3	0.985	0.933	1.000	0.893	0.966	0.941	0.974	0.896	0.955	0.944	0.955	0.905	0.955	0.943	0.954	0.934
	0.4	0.986	0.953	1.000	0.892	0.977	0.944	0.984	0.885	0.958	0.941	0.958	0.918	0.948	0.933	0.946	0.923
	0.5	0.985	0.951	1.000	0.880	0.976	0.939	0.982	0.888	0.969	0.949	0.969	0.923	0.948	0.938	0.947	0.914
0.90	0.1	0.939	0.862	0.957	0.859	0.920	0.867	0.921	0.852	0.899	0.867	0.898	0.861	0.894	0.887	0.893	0.894
	0.2	0.944	0.885	0.973	0.841	0.912	0.853	0.917	0.807	0.911	0.878	0.911	0.863	0.902	0.891	0.902	0.885
	0.3	0.950	0.884	0.977	0.827	0.929	0.890	0.933	0.838	0.903	0.876	0.902	0.853	0.902	0.887	0.899	0.858
	0.4	0.950	0.891	0.968	0.806	0.929	0.889	0.932	0.853	0.907	0.884	0.905	0.867	0.897	0.877	0.895	0.859
	0.5	0.958	0.897	0.974	0.820	0.932	0.890	0.934	0.785	0.913	0.883	0.913	0.808	0.897	0.885	0.897	0.859