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On Bartlett correctability of empirical likelihood in generalized power divergence family
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