Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152773 | Statistics & Probability Letters | 2014 | 7 Pages |
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
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Fan Wu, Min Tsao,