Bartlett correctable two-sample adjusted empirical likelihood
We propose a two-sample adjusted empirical likelihood (AEL) to construct confidence regions for the difference of two d-dimensional population means. This method eliminates the non-definition of the usual two-sample empirical likelihood (EL) and is shown to be Bartlett correctable. We further show that when the adjustment level is half the Bartlett correction factor for the usual two-sample EL, the two-sample AEL has the same high-order precision as the EL with Bartlett correction. To enhance the performance of the two-sample AEL with adjustment level being half the Bartlett correction factor, we propose a less biased estimate of the Bartlett correction factor. The efficiency of the proposed method is illustrated by simulations and a real data example.
Year of publication: |
2010
|
---|---|
Authors: | Liu, Yukun ; Yu, Chi Wai |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 101.2010, 7, p. 1701-1711
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Publisher: |
Elsevier |
Keywords: | Empirical likelihood Bartlett correction Adjusted empirical likelihood Edgeworth expansion |
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