Article ID Journal Published Year Pages File Type
1152773 Statistics & Probability Letters 2014 7 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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