Bartlett-type Adjustments for Empirical Discrepancy Test Statistics
AbstractThis paper derives two Bartlett-type adjustments that can be used to obtain higher-order improvements to the distribution of the class of empirical discrepancy test statistics recently introduced by Corcoran (1998) as a generalisation of Owen's (1988)empirical likelihood. The corrections are illustrated in the context of the so-called Cressie-Read goodness-of-fit statistic Baggerly, and their effectiveness in finite samples is evaluated using simulations.
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Bibliographic InfoPaper provided by Department of Economics, University of York in its series Discussion Papers with number 04/14.
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asymptotic expansions; Bartlett and Bartlett-type corrections; empirical likelihood; nonparametric likelihood inference;
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