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.
Original language | English |
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Pages (from-to) | 38-43 |
Number of pages | 6 |
Journal | Statistics and Probability Letters |
Volume | 86 |
Issue number | 1 |
DOIs | |
Publication status | Published - 2014 Mar |
Externally published | Yes |
Keywords
- Bartlett correction
- Empirical likelihood
- Power divergence family
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty