Bartlett-corrected two-sample adjusted empirical likelihood via resampling

Lei Wang

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 22, 10941-10952

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.

Date: 2017
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2016.1257720 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:46:y:2017:i:22:p:10941-10952

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2016.1257720

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().