Bartlett correctable two-sample adjusted empirical likelihood

DOI10.1016/J.JMVA.2010.03.008zbMATH Open1189.62084OpenAlexW2093248882MaRDI QIDQ972896FDOQ972896

Chi Wai Yu, Yukun Liu

Publication date: 21 May 2010

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.03.008

Recommendations

• Bartlett-corrected two-sample adjusted empirical likelihood via resampling
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zbMATH Keywords

Bartlett correctionEdgeworth expansionempirical likelihoodadjusted empirical likelihood

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15) Estimation in multivariate analysis (62H12)

Cites Work

• Empirical likelihood ratio confidence regions
• Title not available (Why is that?)
• On the validity of the formal Edgeworth expansion
• Empirical likelihood is Bartlett-correctable
• Empirical likelihood
• Empirical likelihood ratio confidence intervals for a single functional
• Saddlepoint approximations in resampling methods
• Title not available (Why is that?)
• Methodology and Algorithms of Empirical Likelihood
• Empirical likelihood as a goodness-of-fit measure
• Two-sample empirical likelihood method
• Miscellanea. Bartlett adjustment of empirical discrepancy statistics
• Empirical likelihood confidence intervals for linear regression coefficients
• On the accuracy of empirical likelihood confidence regions for linear regression model
• Exponential empirical likelihood is not Bartlett correctable
• On the second-order properties of empirical likelihood with moment restrictions
• On Bartlett correction of empirical likelihood in the presence of nuisance parameters
• Empirical likelihood for the two-sample mean problem
• Adjusted empirical likelihood with high-order precision
• Empirical likelihood in the presence of nuisance parameters

Cited In (10)

• Empirical likelihood for the two-sample mean problem
• Jackknife empirical likelihood for the mean difference of two zero-inflated skewed populations
• Bartlett correction to the likelihood ratio test for MCAR with two‐step monotone sample
• Empirical likelihood confidence tubes for functional parameters in plug-in estimation
• Two-sample extended empirical likelihood for estimating equations
• Adjusted empirical likelihood analysis of restricted mean survival time for length-biased data
• Title not available (Why is that?)
• A review of recent advances in empirical likelihood
• Calibration of the empirical likelihood for high-dimensional data
• Two-sample extended empirical likelihood

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