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On Bartlett correctability of empirical likelihood in generalized power divergence family

Camponovo, Lorenzo and Otsu, Taisuke (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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Identification Number: 10.1016/j.spl.2013.12.008

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
Sets: Departments > Economics
Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD)
Date Deposited: 07 Feb 2014 16:17
Last Modified: 20 May 2019 01:37
URI: http://eprints.lse.ac.uk/id/eprint/55597

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