Empirical likelihood for the two-sample mean problem

Yukun Liu, Changliang Zou and Runchu Zhang

Statistics & Probability Letters, 2008, vol. 78, issue 5, 548-556

Abstract: We 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.

Keywords: Empirical; likelihood; Bartlett; correction; Coverage; accuracy; Two-sample; problem (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (12)

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