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February 1996 Exponential empirical likelihood is not Bartlett correctable
Bing-Yi Jing, Andrew T. A. Wood
Ann. Statist. 24(1): 365-369 (February 1996). DOI: 10.1214/aos/1033066214


In a recent paper, DiCiccio, Hall and Romano established that Owen's empirical likelihood is Bartlett correctable. This is an intriguing and perhaps surprising result and is the only nonparametric context in which Bartlett correctability is known to hold. An alternative, closely related nonparametric likelihood, referred to here as exponential empirical likelihood, may be constructed using Efron's method of nonparametric tilting. The purpose of this note is to show that exponential empirical likelihood is not Bartlett correctable.


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Bing-Yi Jing. Andrew T. A. Wood. "Exponential empirical likelihood is not Bartlett correctable." Ann. Statist. 24 (1) 365 - 369, February 1996.


Published: February 1996
First available in Project Euclid: 26 September 2002

zbMATH: 0893.62041
MathSciNet: MR1389895
Digital Object Identifier: 10.1214/aos/1033066214

Primary: 62E20 , 62G20

Keywords: Bartlett adjustment , nonparametric likelihood , tilting

Rights: Copyright © 1996 Institute of Mathematical Statistics

Vol.24 • No. 1 • February 1996
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