CFDP 1825

On Bartlett Correctability of Empirical Likelihood in Generalized Power Divergence Family


Publication Date: October 2011

Pages: 7


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.


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

JEL Classification Codes:  C12, C14


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