On Bartlett correctability of empirical likelihood in generalized power divergence family

DOI10.1016/J.SPL.2013.12.008MaRDI QIDQ2452773zbMATH OpenOpenAlexFDO

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/

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)

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Cites work

• scientific article; zbMATH DE number 3911472 (Why is no real title available?)
• Bayesian exponentially tilted empirical likelihood
• Empirical likelihood
• Empirical likelihood as a goodness-of-fit measure
• Empirical likelihood confidence intervals for local linear smoothers
• Empirical likelihood confidence regions in time series models
• Empirical likelihood is Bartlett-correctable
• Empirical likelihood methods with weakly dependent processes
• Empirical likelihood ratio confidence intervals for a single functional
• Exponential empirical likelihood is not Bartlett correctable
• Miscellanea. Bartlett adjustment of empirical discrepancy statistics
• Point estimation with exponentially tilted empirical likelihood
• Saddlepoint test in measurement error models
• Smoothed empirical likelihood confidence intervals for quantiles

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

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