On Bartlett Correctability of Empirical Likelihood in Generalized �Power Divergence Family

Lorenzo Camponovo and Taisuke Otsu
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Taisuke Otsu: Cowles Foundation, Yale University, https://cowles.yale.edu/

No 1825, Cowles Foundation Discussion Papers from Cowles Foundation for Research in Economics, Yale University

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.�

Keywords: Bartlett correction; Empirical likelihood; Cressie-Read power divergence family (search for similar items in EconPapers)
JEL-codes: C12 C14 (search for similar items in EconPapers)
Pages: 7 pages
Date: 2011-10
New Economics Papers: this item is included in nep-cis and nep-ecm
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Related works:
Journal Article: On Bartlett correctability of empirical likelihood in generalized power divergence family (2014)
Working Paper: On Bartlett correctability of empirical likelihood in generalized power divergence family (2014)
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