Multivariate two-sample extended empirical likelihood

2013/07/08 by Fan Wu, Wu, Fan, Min Tsao +1
Mathematics · #Advanced Statistical Methods and Models #FOS: Mathematics #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistics Theory (math.ST)

paper · pdf · doi:10.48550/arxiv.1307.2297

openalex publication_date 2013/07/08 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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.

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