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

共 50 条

[41] On symmetric semiparametric two-sample problem
Li, Moming
Diao, Guoqing
Qin, Jing
[J]. BIOMETRICS, 2020, 76 (04) : 1216 - 1228
[42] Powerful two-sample tests based on the likelihood ratio
Zhang, J
[J]. TECHNOMETRICS, 2006, 48 (01) : 95 - 103
[43] Likelihood approaches to the non-parametric two-sample problem for right-censored data
Troendle, James F.
Yu, Kai F.
[J]. STATISTICS IN MEDICINE, 2006, 25 (13) : 2284 - 2298
[44] Two-sample density-based empirical likelihood tests for incomplete data in application to a pneumonia study
Vexler, Albert
Yu, Jihnhee
[J]. BIOMETRICAL JOURNAL, 2011, 53 (04) : 628 - 651
[45] Two-sample test based on empirical likelihood ratio under semi-competing risks data
Hsieh, Jin-Jian
Li, Jyun-Peng
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2022, 51 (10) : 3301 - 3311
[46] On two-sample mean tests under spiked covariances
Wang, Rui
Xu, Xingzhong
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2018, 167 : 225 - 249
[47] Adaptive inference for the two-sample scale problem
Hall, P
Padmanabhan, AR
[J]. TECHNOMETRICS, 1997, 39 (04) : 412 - 422
[48] A Nonparametric Bayesian Approach for the Two-Sample Problem
Ceregatti, Rafael de C.
Izbicki, Rafael
Salasar, Luis Ernesto B.
[J]. BAYESIAN INFERENCE AND MAXIMUM ENTROPY METHODS IN SCIENCE AND ENGINEERING, MAXENT 37, 2018, 239 : 231 - 241
[49] The two-sample problem with induced dependent censorship
Huang, YJ
[J]. BIOMETRICS, 1999, 55 (04) : 1108 - 1113
[50] Optimal tests for the general two-sample problem
Ferger, D
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2000, 74 (01) : 1 - 35

← 1 2 3 4 5 →