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Multivariate two-sample extended empirical likelihood

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.

preprint2013arXivOpen access
Fan WuMin Tsao
math.STStatistics Theory
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Fan WuMin Tsao

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