On Bartlett correctability of empirical likelihood in generalized power divergence family

Lorenzo Camponovo, Taisuke Otsu

Research output: Contribution to journalArticle

4 Citations (Scopus)

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 languageEnglish
Pages (from-to)38-43
Number of pages6
JournalStatistics and Probability Letters
Volume86
Issue number1
DOIs
Publication statusPublished - 2014 Mar 1
Externally publishedYes

Keywords

  • Bartlett correction
  • Empirical likelihood
  • Power divergence family

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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