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
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.
|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|