Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1149042 | Journal of Statistical Planning and Inference | 2006 | 18 Pages |
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.
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Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Francesco Bravo,