Two-sample extended empirical likelihood

Fan Wu and Min Tsao

Statistics & Probability Letters, 2014, vol. 84, issue C, 81-87

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.

Keywords: Two-sample empirical likelihood; Extended empirical likelihood; Bartlett correction; Composite similarity mapping (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1016/j.spl.2013.09.016

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