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Divergence Empirique et Vraisemblance Empirique Généralisée


  • Patrice Bertail


  • Hugo Harari-Kermadec


  • Denis Ravaille



In this paper, we generalize the results obtained with the Kullbackdistance (corresponding to empirical likelihood) and Cressie-Read metrics(generalized empirical likelihood) to general discrepancies, for someconvex functions satisfying a few regularity properties. In particular, weintroduce a new Bartlett correctable family of empirical discrepancies, theQuasi-Kullback, out of Cressie-Read family, which possess interesting nitesample properties. We conclude this work with some simulations in the multidimensionalcase for different discrepancies.

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  • Patrice Bertail & Hugo Harari-Kermadec & Denis Ravaille, 2004. "Divergence Empirique et Vraisemblance Empirique Généralisée," Working Papers 2004-29, Center for Research in Economics and Statistics.
  • Handle: RePEc:crs:wpaper:2004-29

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