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Bartlett-type adjustments for empirical discrepancy test statistics

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JournalJournal of Statistical Planning and Inference
DatePublished - Mar 2006
Issue number3
Volume136
Number of pages18
Pages (from-to)537-554
Original languageEnglish

Abstract

This paper derives two Bartlett-type adjustments that can be used to obtain higher-order improvements to the distribution of the class of empirical discrepancy test statistics recently introduced by Corcoran (Biometrika 85 (1998) 967) as a generalisation of Owen's (Biometrika 36 (1988) 237) empirical likelihood. The corrections are illustrated in the context of the so-called Cressie-Read goodness-of-fit statistic (Biometrika 85 (1998) 535), and their effectiveness in finite samples is evaluated using simulations. (c) 2004 Elsevier B.V. All rights reserved.

    Research areas

  • asymptotic expansions, Bartlett and Bartlett-type corrections, empirical likelihood, nonparametric likelihood inference, LIKELIHOOD, INTERVALS

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