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Bartlett-type adjustments for empirical discrepancy test statistics

Bravo, F. (2006) Bartlett-type adjustments for empirical discrepancy test statistics. Journal of Statistical Planning and Inference, 136 (3). pp. 537-554. ISSN 0378-3758

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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.

Item Type: Article
Institution: The University of York
Academic Units: The University of York > Economics and Related Studies (York)
Depositing User: York RAE Import
Date Deposited: 08 Apr 2009 11:11
Last Modified: 08 Apr 2009 11:11
Published Version: http://dx.doi.org/10.1016/j.jspi.2004.08.010
Status: Published
Publisher: Elsevier
Identification Number: 10.1016/j.jspi.2004.08.010
URI: http://eprints.whiterose.ac.uk/id/eprint/6883

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