On Bartlett correctability of empirical likelihood in generalized power divergence family
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- Camponovo, Lorenzo & Otsu, Taisuke, 2014. "On Bartlett correctability of empirical likelihood in generalized power divergence family," LSE Research Online Documents on Economics 55597, London School of Economics and Political Science, LSE Library.
- Lorenzo Camponovo & Taisuke Otsu, 2011. "On Bartlett Correctability of Empirical Likelihood in Generalized Power Divergence Family," Cowles Foundation Discussion Papers 1825, Cowles Foundation for Research in Economics, Yale University.
References listed on IDEAS
- Chen, S. X., 1994. "Empirical Likelihood Confidence Intervals for Linear Regression Coefficients," Journal of Multivariate Analysis, Elsevier, vol. 49(1), pages 24-40, April.
- Ma, Yanyuan & Ronchetti, Elvezio, 2011. "Saddlepoint Test in Measurement Error Models," Journal of the American Statistical Association, American Statistical Association, vol. 106(493), pages 147-156.
- Susanne M. Schennach, 2005. "Bayesian exponentially tilted empirical likelihood," Biometrika, Biometrika Trust, vol. 92(1), pages 31-46, March.
- Susanne M. Schennach, 2007. "Point estimation with exponentially tilted empirical likelihood," Papers 0708.1874, arXiv.org.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Kun Chen & Ngai Hang Chan & Chun Yip Yau, 2016. "Bartlett Correction of Empirical Likelihood for Non-Gaussian Short-Memory Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(5), pages 624-649, September.
- repec:spr:stmapp:v:26:y:2017:i:4:d:10.1007_s10260-017-0382-2 is not listed on IDEAS
- Nicola Lunardon & Gianfranco Adimari, 2016. "Second-order Accurate Confidence Regions Based on Members of the Generalized Power Divergence Family," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(1), pages 213-227, March.
More about this item
KeywordsEmpirical likelihood; Bartlett correction; Power divergence family;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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