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 | |
| Publication status | Published - 2014 Mar 1 |
| Externally published | Yes |
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Keywords
- Bartlett correction
- Empirical likelihood
- Power divergence family
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
Cite this
On Bartlett correctability of empirical likelihood in generalized power divergence family. / Camponovo, Lorenzo; Otsu, Taisuke.
In: Statistics and Probability Letters, Vol. 86, No. 1, 01.03.2014, p. 38-43.Research output: Contribution to journal › Article
}
TY - JOUR
T1 - On Bartlett correctability of empirical likelihood in generalized power divergence family
AU - Camponovo, Lorenzo
AU - Otsu, Taisuke
PY - 2014/3/1
Y1 - 2014/3/1
N2 - 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.
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.
KW - Bartlett correction
KW - Empirical likelihood
KW - Power divergence family
UR - http://www.scopus.com/inward/record.url?scp=84891892341&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84891892341&partnerID=8YFLogxK
U2 - 10.1016/j.spl.2013.12.008
DO - 10.1016/j.spl.2013.12.008
M3 - Article
AN - SCOPUS:84891892341
VL - 86
SP - 38
EP - 43
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
SN - 0167-7152
IS - 1
ER -