Title

On Bartlett Correctability of Empirical Likelihood in Generalized Power Divergence Family

Document Type

Discussion Paper

Publication Date

10-1-2011

CFDP Number

1825

CFDP Pages

7

Abstract

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, 2007) exponentially tilted empirical likelihood, empirical likelihood is still the only member to be Bartlett correctable.

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