On Bartlett correctability of empirical likelihood in generalized power divergence family

Lorenzo Camponovo, Taisuke Otsu
2014 Statistics and Probability Letters  
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 Schennach's ( , 2007 exponentially tilted empirical likelihood, empirical likelihood is still the only member to be Bartlett correctable.
doi:10.1016/j.spl.2013.12.008 fatcat:hzugoecmtrhibc7efwgbo3chom