Divergence Empirique et Vraisemblance Empirique Généralisée
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.
|Date of creation:||2004|
|Contact details of provider:|| Postal: 15 Boulevard Gabriel Peri 92245 Malakoff Cedex|
Phone: 01 41 17 60 81
Web page: http://www.crest.fr
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:crs:wpaper:2004-29. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Florian Sallaberry)
If references are entirely missing, you can add them using this form.