Wu, Fan; Tsao, Min - In: Statistics & Probability Letters 84 (2014) C, pp. 81-87
Jing (1995) and Liu et al. (2008) studied the two-sample empirical likelihood and showed that 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...