On Bartlett correctability of empirical likelihood in generalized power divergence family

Lorenzo Camponovo; Taisuke Otsu

doi:10.1016/j.spl.2013.12.008

On Bartlett correctability of empirical likelihood in generalized power divergence family

Lorenzo Camponovo, Taisuke Otsu

Research output: Contribution to journal › Article › peer-review

5 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 language	English
Pages (from-to)	38-43
Number of pages	6
Journal	Statistics and Probability Letters
Volume	86
Issue number	1
DOIs	https://doi.org/10.1016/j.spl.2013.12.008
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

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10.1016/j.spl.2013.12.008

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AB - 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.

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KW - Empirical likelihood

KW - Power divergence family

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On Bartlett correctability of empirical likelihood in generalized power divergence family

Abstract

Keywords

ASJC Scopus subject areas

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