Bartlett-type Adjustments for Empirical Discrepancy Test Statistics

Francesco Bravo

Discussion Papers from Department of Economics, University of York

Abstract: This paper derives two Bartlett-type adjustments that can be used to obtain higher-order improvements to the distribution of the class of empirical discrepancy test statistics recently introduced by Corcoran (1998) as a generalisation of Owen's (1988)empirical likelihood. The corrections are illustrated in the context of the so-called Cressie-Read goodness-of-fit statistic Baggerly, and their effectiveness in finite samples is evaluated using simulations.

Keywords: asymptotic expansions; Bartlett and Bartlett-type corrections; empirical likelihood; nonparametric likelihood inference (search for similar items in EconPapers)
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