Multivariate two-sample extended empirical likelihood
Statistics Theory
2013-08-21 v2 Statistics Theory
Abstract
Jing (1995) and Liu et al. (2008) studied the two-sample empirical likelihood and showed 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.
Cite
@article{arxiv.1307.2297,
title = {Multivariate two-sample extended empirical likelihood},
author = {Fan Wu and Min Tsao},
journal= {arXiv preprint arXiv:1307.2297},
year = {2013}
}
Comments
10 pages, 2 tables, 1 Figure