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Two-sample extended empirical likelihood

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  • Wu, Fan
  • Tsao, Min

Abstract

Jing (1995) and Liu et al. (2008) studied the two-sample empirical likelihood and showed that 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.

Suggested Citation

  • Wu, Fan & Tsao, Min, 2014. "Two-sample extended empirical likelihood," Statistics & Probability Letters, Elsevier, vol. 84(C), pages 81-87.
    • Handle: RePEc:eee:stapro:v:84:y:2014:i:c:p:81-87
    DOI: 10.1016/j.spl.2013.09.016
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    References listed on IDEAS

    as
    1. 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.
    2. Jing, Bing-Yi, 1995. "Two-sample empirical likelihood method," Statistics & Probability Letters, Elsevier, vol. 24(4), pages 315-319, September.
    3. Liu, Yukun & Zou, Changliang & Zhang, Runchu, 2008. "Empirical likelihood for the two-sample mean problem," Statistics & Probability Letters, Elsevier, vol. 78(5), pages 548-556, April.
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