Two-sample extended empirical likelihood

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.

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Year of publication:	2014
Authors:	Wu, Fan ; Tsao, Min
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 84.2014, C, p. 81-87
Publisher:	Elsevier
Subject:	Two-sample empirical likelihood \| Extended empirical likelihood \| Bartlett correction \| Composite similarity mapping

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011039939