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Bartlett-corrected two-sample adjusted empirical likelihood via resampling

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  • Lei Wang

Abstract

To construct confidence regions for the difference of two population means, Liu and Yu (2010) proposed a two-sample adjusted empirical likelihood (AEL) with high-order precision. However, two issues have not been well addressed. The first one is that the AEL ratio function is bounded such that the size of the confidence regions may overly expand when the sample sizes are small and/or the dimension of data is large. The second issue is that its high-order precision relies on accurate estimation of the Bartlett factor, while accurately estimating the Bartlett factor is a serious challenge. In order to address these two problems simultaneously, we propose a two-sample modified AEL to ensure the boundedness of confidence regions and preserve the Bartlett correctability. A two-stage procedure is proposed for constructing accurate confidence regions via resampling. The finite-sample performance of the proposed method is illustrated by simulations and a real-data example.

Suggested Citation

  • Lei Wang, 2017. "Bartlett-corrected two-sample adjusted empirical likelihood via resampling," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(22), pages 10941-10952, November.
  • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:10941-10952
    DOI: 10.1080/03610926.2016.1257720
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