On Bartlett correctability of empirical likelihood in generalized power divergence family

DOI10.1016/J.SPL.2013.12.008zbMATH Open1407.62156OpenAlexW2042560522MaRDI QIDQ2452773FDOQ2452773

Authors: Lorenzo Camponovo, Taisuke Otsu 

Publication date: 5 June 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/55597/

Recommendations

• Empirical likelihood is Bartlett-correctable
• Exponential empirical likelihood is not Bartlett correctable
• On the second-order properties of empirical likelihood with moment restrictions
• Level-specific correction for nonparametric likelihoods
• Empirical likelihood as a goodness-of-fit measure

zbMATH Keywords

Bartlett correctionpower divergence familyOn Bartlett correctability of empirical likelihood

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15) Estimation in multivariate analysis (62H12)

Cites Work

• Empirical likelihood methods with weakly dependent processes
• Empirical likelihood is Bartlett-correctable
• Empirical likelihood
• Title not available (Why is that?)
• Empirical likelihood ratio confidence intervals for a single functional
• Point estimation with exponentially tilted empirical likelihood
• Smoothed empirical likelihood confidence intervals for quantiles
• Empirical likelihood as a goodness-of-fit measure
• Empirical likelihood confidence regions in time series models
• Empirical likelihood confidence intervals for local linear smoothers
• Miscellanea. Bartlett adjustment of empirical discrepancy statistics
• Exponential empirical likelihood is not Bartlett correctable
• Bayesian exponentially tilted empirical likelihood
• Saddlepoint test in measurement error models

Cited In (7)

• Second-order accurate confidence regions based on members of the generalized power divergence family
• On Bartlett correction of empirical likelihood in the presence of nuisance parameters
• Likelihood inference on semiparametric models with generated regressors
• Bartlett correction of empirical likelihood for non-Gaussian short-memory time series
• Exponential empirical likelihood is not Bartlett correctable
• Saddlepoint tests for accurate and robust inference on overdispersed count data
• Empirical likelihood ratio in penalty form and the convex hull problem

This page was built for publication: On Bartlett correctability of empirical likelihood in generalized power divergence family

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2452773)