Bartlett-type Adjustments for Empirical Discrepancy Test Statistics

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 (1998) as a generalisation of Owen's (1988)empirical likelihood. The corrections are illustrated in the context of the so-called Cressie-Read goodness-of-fit statistic Baggerly, and their effectiveness in finite samples is evaluated using simulations.

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Authors:	Bravo, Francesco
Institutions:	Department of Economics and Related Studies, University of York
Subject:	asymptotic expansions \| Bartlett and Bartlett-type corrections \| empirical likelihood \| nonparametric likelihood inference

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Extent:	application/pdf
Series:	Discussion Papers.
Type of publication:	Book / Working Paper
Language:	English
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005328489