Empirical likelihood is Bartlett-correctable

DOI10.1214/aos/1176348137zbMath0725.62042OpenAlexW1983543065MaRDI QIDQ2277707

Joseph P. Romano, Thomas J. DiCiccio, Hall, Peter

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1214/aos/1176348137

zbMATH Keywords

bootstrapsimulationBartlett correctionempirical likelihood methodcoverage errorchi-squared approximationestimation of meanparametric likelihoodexpected value of log-likelihood ratiosigned root empirical likelihood ratio statistic

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Foundations and philosophical topics in statistics (62A01) Nonparametric tolerance and confidence regions (62G15)

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