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
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 |
|---|---|
| Keywords | empirical likelihood,Bartlett correction,power divergence family |
| Departments |
Economics STICERD |
| DOI | 10.1016/j.spl.2013.12.008 |
| Date Deposited | 07 Feb 2014 16:17 |
| URI | https://researchonline.lse.ac.uk/id/eprint/55597 |
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ORCID: https://orcid.org/0000-0002-2307-143X