Empirical likelihood for the two-sample mean problem

Yukun Liu; Changliang Zou; Runchu Zhang

doi:10.1016/j.spl.2007.09.006

Empirical likelihood for the two-sample mean problem

Yukun Liu
, Changliang Zou
, Runchu Zhang^*

^*Corresponding author for this work

LPMC

Research output: Contribution to journal › Article › peer-review

32 Scopus citations

Abstract

We apply empirical likelihood method to constructing confidence regions for the difference of the means of two d-dimensional samples. It is shown that the empirical likelihood ratio test has an asymptotic chi-squared distribution. The Bartlett correction for the univariate case (d = 1) has been investigated by Jing [1995. Two-sample empirical likelihood method. Statist. Probab. Lett. 24, 315-319]. Unfortunately, the Bartlett correction obtained in that article was incorrect. In this article the correct Bartlett correction is found and its effectiveness is shown by a simulation study.

Original language	English
Pages (from-to)	548-556
Number of pages	9
Journal	Statistics and Probability Letters
Volume	78
Issue number	5
DOIs	https://doi.org/10.1016/j.spl.2007.09.006
State	Published - 1 Apr 2008
Externally published	Yes

Keywords

Bartlett correction
Coverage accuracy
Empirical likelihood
Two-sample problem

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10.1016/j.spl.2007.09.006

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abstract = "We apply empirical likelihood method to constructing confidence regions for the difference of the means of two d-dimensional samples. It is shown that the empirical likelihood ratio test has an asymptotic chi-squared distribution. The Bartlett correction for the univariate case (d = 1) has been investigated by Jing [1995. Two-sample empirical likelihood method. Statist. Probab. Lett. 24, 315-319]. Unfortunately, the Bartlett correction obtained in that article was incorrect. In this article the correct Bartlett correction is found and its effectiveness is shown by a simulation study.",

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AU - Liu, Yukun

AU - Zou, Changliang

AU - Zhang, Runchu

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N2 - We apply empirical likelihood method to constructing confidence regions for the difference of the means of two d-dimensional samples. It is shown that the empirical likelihood ratio test has an asymptotic chi-squared distribution. The Bartlett correction for the univariate case (d = 1) has been investigated by Jing [1995. Two-sample empirical likelihood method. Statist. Probab. Lett. 24, 315-319]. Unfortunately, the Bartlett correction obtained in that article was incorrect. In this article the correct Bartlett correction is found and its effectiveness is shown by a simulation study.

AB - We apply empirical likelihood method to constructing confidence regions for the difference of the means of two d-dimensional samples. It is shown that the empirical likelihood ratio test has an asymptotic chi-squared distribution. The Bartlett correction for the univariate case (d = 1) has been investigated by Jing [1995. Two-sample empirical likelihood method. Statist. Probab. Lett. 24, 315-319]. Unfortunately, the Bartlett correction obtained in that article was incorrect. In this article the correct Bartlett correction is found and its effectiveness is shown by a simulation study.

KW - Bartlett correction

KW - Coverage accuracy

KW - Empirical likelihood

KW - Two-sample problem

UR - https://www.scopus.com/pages/publications/40249119758

U2 - 10.1016/j.spl.2007.09.006

DO - 10.1016/j.spl.2007.09.006

M3 - 文章

AN - SCOPUS:40249119758

SN - 0167-7152

VL - 78

SP - 548

EP - 556

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 5

ER -

Empirical likelihood for the two-sample mean problem

Abstract

Keywords

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