Camponovo, Lorenzo and Otsu, Taisuke 
ORCID: 0000-0002-2307-143X
(2014)
On Bartlett correctability of empirical likelihood in generalized power divergence family.
Statistics and Probability Letters, 86 (1).
pp. 38-43.
ISSN 0167-7152
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Abstract
Baggerly (1998) showed that empirical likelihood is the only member in the Cressie–Read power divergence family to be Bartlett correctable. This paper strengthens Baggerly’s result by showing that in a generalized class of the power divergence family, which includes the Cressie–Read family and other nonparametric likelihood such as Schennach’s (2005, 2007) exponentially tilted empirical likelihood, empirical likelihood is still the only member to be Bartlett correctable.
| Item Type: | Article |
|---|---|
| Official URL: | http://www.journals.elsevier.com/statistics-and-pr... |
| Additional Information: | © 2013 Elsevier B.V. |
| Divisions: | Economics STICERD |
| Subjects: | H Social Sciences > HA Statistics Q Science > QA Mathematics |
| Date Deposited: | 07 Feb 2014 16:17 |
| Last Modified: | 01 Nov 2024 05:24 |
| URI: | http://eprints.lse.ac.uk/id/eprint/55597 |
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