Constructing confidence intervals with high-order coverage probability precision is more difficult for one-sided intervals than for two-sided intervals. Many existing methods can achieve precision of order $n^{-2}$ for two-sided intervals but only $n^{-1/2}$ for one-sided intervals. Through a creative use of adjusted empirical likelihood, we develop a new procedure that attains coverage precision of order $n^{-3/2}$ for one-sided intervals while retaining order $n^{-2}$ precision for two-sided intervals. We provide detailed comparisons of the asymptotic properties of the new method and those of representative existing methods. Simulation results show that the new method offers many advantages.
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机译：与单侧间隔相比，单侧间隔构造具有高阶覆盖概率精度的置信区间更加困难。许多现有方法可以在两面间隔中达到$ n ^ {-2} $的精度，但在单面间隔中只能达到$ n ^ {-1/2} $的精度。通过创造性地使用调整后的经验似然，我们开发了一种新程序，该程序在单侧间隔内达到$ n ^ {-3/2} $阶的覆盖精度，而在两步间隔内保持$ n ^ {-2} $阶的精度，双面间隔。我们提供了新方法和代表性现有方法的渐近性质的详细比较。仿真结果表明，该方法具有很多优点。
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