On Bartlett correctability of empirical likelihood in generalized power divergence family

Lorenzo Camponovo and Taisuke Otsu

LSE Research Online Documents on Economics from London School of Economics and Political Science, LSE Library

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: empirical likelihood; Bartlett correction; power divergence family (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
Date: 2014-03
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Citations: View citations in EconPapers (4)

Published in Statistics and Probability Letters, March, 2014, 86(1), pp. 38-43. ISSN: 0167-7152

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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 (2011)
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