CFDP 1825

On Bartlett Correctability of Empirical Likelihood in Generalized Power Divergence Family

Author(s): 

Publication Date: October 2011

Pages: 7

Abstract: 

Baggerly (1998) showed that empirical likelihood is the only member in the Cressie-Read power divergence family to be Bartlett correctable. This paper strengthens Baggerly’s result by showing that in a generalized class of the power divergence family, which includes the Cressie-Read family and other nonparametric likelihood such as Schennach’s (2005, 2007) exponentially tilted empirical likelihood, empirical likelihood is still the only member to be Bartlett correctable.

Keywords: 

Bartlett correction, Empirical likelihood, Cressie-Read power divergence family

JEL Classification Codes:  C12, C14

Note: 

Published in Statistics and Probability Letters (March 2014), 86: 38-43 [DOI]