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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Published Version: http://dx.doi.org/10.1016/j.jspi.2004.08.010
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 |
|---|---|
| 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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