Empirical likelihood for the two-sample mean problem

被引：30

作者：

Liu, Yukun

Zou, Changliang

Zhang, Runchu ^{[1
]}

机构：

[1] Nankai Univ, LPMC, Tianjin 300071, Peoples R China

[2] Nankai Univ, Sch Math Sci, Dept Stat, Tianjin 300071, Peoples R China

来源：

STATISTICS & PROBABILITY LETTERS | 2008年 / 78卷 / 05期

基金：

高等学校博士学科点专项科研基金; 中国国家自然科学基金;

关键词：

empirical likelihood; Bartlett correction; coverage accuracy; two-sample problem;

D O I：

10.1016/j.spl.2007.09.006

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. (C) 2007 Elsevier B.V. All rights reserved.

引用

页码：548 / 556

页数：9

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