Two-sample extended empirical likelihood for estimating equations

DOI10.1016/J.JMVA.2015.07.009zbMATH Open1327.62312arXiv1412.7206OpenAlexW2963241572MaRDI QIDQ893162FDOQ893162

Fan Wu, Min Tsao

Publication date: 13 November 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Abstract: We propose a two-sample extended empirical likelihood for inference on the difference between two p-dimensional parameters defined by estimating equations. The standard two-sample empirical likelihood for the difference is Bartlett correctable but its domain is a bounded subset of the parameter space. We expand its domain through a composite similarity transformation to derive the two-sample extended empirical likelihood which is defined on the full parameter space. The extended empirical likelihood has the same asymptotic distribution as the standard one and can also achieve the second order accuracy of the Bartlett correction. We include two applications to illustrate the use of two-sample empirical likelihood methods and to demonstrate the superior coverage accuracy of the extended empirical likelihood confidence regions.

Full work available at URL: https://arxiv.org/abs/1412.7206

Recommendations

• Two-sample extended empirical likelihood
• Extended empirical likelihood for estimating equations
• Empirical likelihood for the two-sample mean problem
• Bartlett correctable two-sample adjusted empirical likelihood
• Two-sample high-dimensional empirical likelihood

zbMATH Keywords

estimating equationBartlett correctionsimilarity transformationcomposite similarity transformationextended empirical likelihoodtwo-sample empirical likelihood

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Empirical likelihood ratio confidence regions
• Empirical likelihood and general estimating equations
• Empirical likelihood is Bartlett-correctable
• Empirical likelihood
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood on the full parameter space
• Extended empirical likelihood for estimating equations
• Methodology and Algorithms of Empirical Likelihood
• Two-sample empirical likelihood method
• Empirical likelihood methods for the Gini index
• On the second-order properties of empirical likelihood with moment restrictions
• Two-sample empirical likelihood method for difference between coefficients in linear regression model
• Empirical likelihood for the two-sample mean problem
• Empirical likelihood ratio confidence intervals for various differences of two populations
• Bartlett correctable two-sample adjusted empirical likelihood
• Adjusted empirical likelihood with high-order precision
• Extending the empirical likelihood by domain expansion
• Empirical likelihood inference for two-sample problems
• Two-sample extended empirical likelihood

Cited In (4)

• Robust inference for the two-sample 2SLS estimator
• Composite empirical likelihood for multisample clustered data
• Empirical likelihood inference for two-sample problems
• A review of recent advances in empirical likelihood

This page was built for publication: Two-sample extended empirical likelihood for estimating equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q893162)