Exponential empirical likelihood is not Bartlett correctable

DOI10.1214/AOS/1033066214zbMath0893.62041OpenAlexW2025743906MaRDI QIDQ1922411

Andrew T. A. Wood, Bing-Yi Jing

Publication date: 7 November 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1033066214

zbMATH Keywords

tiltingnonparametric likelihoodBartlett adjustment

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20)

Related Items (15)

On the second-order properties of empirical likelihood with moment restrictions ⋮ Mean empirical likelihood ⋮ Hypothesis testing for two population means: parametric or non-parametric test? ⋮ Large-Deviations Theory and Empirical Estimator Choice ⋮ Coverage accuracy of confidence intervals in nonparametric regression ⋮ On Bartlett correctability of empirical likelihood in generalized power divergence family ⋮ Robust estimation with exponentially tilted Hellinger distance ⋮ Empirical likelihood method for quantiles with response data missing at random ⋮ Empirical likelihood for the two-sample mean problem ⋮ Bartlett correctable two-sample adjusted empirical likelihood ⋮ SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS ⋮ Second‐order Accurate Confidence Regions Based on Members of the Generalized Power Divergence Family ⋮ Point estimation with exponentially tilted empirical likelihood ⋮ Comments on: A review on empirical likelihood methods for regression ⋮ RELATIVE ERROR ACCURATE STATISTIC BASED ON NONPARAMETRIC LIKELIHOOD

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