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]