Two-sample extended empirical likelihood

DOI10.1016/J.SPL.2013.09.016MaRDI QIDQ2444380zbMATH OpenOpenAlexFDO

Authors Fan Wu, Min Tsao

Publication date 9 April 2014

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1307.2297

zbMATH Keywords

Bartlett correctioncomposite similarity mappingextended empirical likelihoodtwo-sample empirical likelihood

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15)

Abstract: Jing (1995) and Liu et al. (2008) studied the two-sample empirical likelihood and showed it is Bartlett correctable for the univariate and multivariate cases, respectively. We expand its domain to the full parameter space and obtain a two-sample extended empirical likelihood which is more accurate and can also achieve the second-order accuracy of the Bartlett correction.

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Cites work

• Bartlett correctable two-sample adjusted empirical likelihood
• Empirical likelihood
• Empirical likelihood for the two-sample mean problem
• Empirical likelihood inference for two-sample problems
• Empirical likelihood is Bartlett-correctable
• Empirical likelihood on the full parameter space
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• Extending the empirical likelihood by domain expansion
• Semi-empirical likelihood ratio confidence intervals for the difference of two sample means
• Two-sample empirical likelihood method

Cited in

(9)

• Empirical likelihood inference for two-sample problems
• Exponential empirical likelihood is not Bartlett correctable
• Empirical likelihood for the two-sample mean problem
• Second-order refinement of empirical likelihood for testing overidentifying restrictions
• Empirical likelihood on the full parameter space
• Bartlett-corrected two-sample adjusted empirical likelihood via resampling
• A review of recent advances in empirical likelihood
• Two-sample extended empirical likelihood for estimating equations
• Bartlett correctable two-sample adjusted empirical likelihood

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