Empirical likelihood for the two-sample mean problem
AbstractWe apply empirical likelihood method to constructing confidence regions for the difference of the means of two d-dimensional samples. It is shown that the empirical likelihood ratio test has an asymptotic chi-squared distribution. The Bartlett correction for the univariate case (d=1) has been investigated by Jing [1995. Two-sample empirical likelihood method. Statist. Probab. Lett. 24, 315-319]. Unfortunately, the Bartlett correction obtained in that article was incorrect. In this article the correct Bartlett correction is found and its effectiveness is shown by a simulation study.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 78 (2008)
Issue (Month): 5 (April)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Song Chen, 1993. "On the accuracy of empirical likelihood confidence regions for linear regression model," Annals of the Institute of Statistical Mathematics, Springer, vol. 45(4), pages 621-637, December.
- Jing, Bing-Yi, 1995. "Two-sample empirical likelihood method," Statistics & Probability Letters, Elsevier, vol. 24(4), pages 315-319, September.
- Chen, S. X., 1994. "Empirical Likelihood Confidence Intervals for Linear Regression Coefficients," Journal of Multivariate Analysis, Elsevier, vol. 49(1), pages 24-40, April.
- Wu, Fan & Tsao, Min, 2014. "Two-sample extended empirical likelihood," Statistics & Probability Letters, Elsevier, vol. 84(C), pages 81-87.
- Liu, Yukun & Yu, Chi Wai, 2010. "Bartlett correctable two-sample adjusted empirical likelihood," Journal of Multivariate Analysis, Elsevier, vol. 101(7), pages 1701-1711, August.
- Gong, Yun & Peng, Liang & Qi, Yongcheng, 2010. "Smoothed jackknife empirical likelihood method for ROC curve," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1520-1531, July.
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