On Bartlett correctability of empirical likelihood in generalized power divergence family

Lorenzo Camponovo, Taisuke Otsu

研究成果: Article査読

5 被引用数 (Scopus)

抄録

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.

本文言語English
ページ(範囲)38-43
ページ数6
ジャーナルStatistics and Probability Letters
86
1
DOI
出版ステータスPublished - 2014 3
外部発表はい

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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