Bartlett-type adjustments for empirical discrepancy test statistics

被引：8

作者：

Bravo, F ^{[1
]}

机构：

[1] Univ York, Dept Econ & Related Studies, York YO10 5DD, N Yorkshire, England

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2006年 / 136卷 / 03期

关键词：

asymptotic expansions; Bartlett and Bartlett-type corrections; empirical likelihood; nonparametric likelihood inference;

D O I：

10.1016/j.jspi.2004.08.010

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：537 / 554

页数：18

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