Miscellanea. Bartlett adjustment of empirical discrepancy statistics
From MaRDI portal
Publication:4236524
DOI10.1093/biomet/85.4.967zbMath1101.62330OpenAlexW1883308828MaRDI QIDQ4236524
Publication date: 1998
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/85.4.967
Related Items
Efficient information theoretic inference for conditional moment restrictions ⋮ Breakdown point theory for implied probability bootstrap ⋮ Empirical likelihood in some semiparametric models ⋮ Asymptotic results on a general class of empirical statistics: Power and confidence interval properties ⋮ Shrinkage of Variance for Minimum Distance Based Tests ⋮ Level-specific correction for nonparametric likelihoods ⋮ Nonparametric interval estimation for the mean of a zero-inflated population ⋮ Mean empirical likelihood ⋮ Confidence intervals based on empirical statistics: existence of a probability matching prior and connection with frequentist Bartlett adjustability ⋮ On the approximate frequentist validity of the posterior quantiles of a parametric function: results based on empirical and related likelihoods ⋮ The Information Geometric Structure of Generalized Empirical Likelihood Estimators ⋮ Empty set problem of maximum empirical likelihood methods ⋮ Divergences and duality for estimation and test under moment condition models ⋮ On Bartlett correctability of empirical likelihood in generalized power divergence family ⋮ A GENERAL CLASS OF NON-NESTED TEST STATISTICS FOR MODELS DEFINED THROUGH MOMENT RESTRICTIONS ⋮ GEL estimation and tests of spatial autoregressive models ⋮ Robust estimation with exponentially tilted Hellinger distance ⋮ Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions ⋮ Interval estimation of the population mean under model uncertainty: Robust versus empirical statistics ⋮ Matching posterior and frequentist cumulative distribution functions with empirical-type likelihoods in the multiparameter case ⋮ Assessing misspecified asset pricing models with empirical likelihood estimators ⋮ Empirical likelihood for the two-sample mean problem ⋮ Inference functions and quadratic score tests ⋮ Comparison of Bartlett-type adjusted tests in the multiparameter case ⋮ Bartlett correctable two-sample adjusted empirical likelihood ⋮ Adjusted empirical likelihood with high-order precision ⋮ Data-dependent probability matching priors for highest posterior density and equal-tailed two-sided regions based on empirical-type likelihoods ⋮ Combining empirical likelihood and generalized method of moments estimators: asymptotics and higher order bias ⋮ MODEL-FREE INFERENCE FOR TAIL RISK MEASURES ⋮ Empirical φ∗-Divergence Minimizers for Hadamard Differentiable Functionals ⋮ Second‐order Accurate Confidence Regions Based on Members of the Generalized Power Divergence Family ⋮ Point estimation with exponentially tilted empirical likelihood ⋮ Recent developments in bootstrap methodology ⋮ Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach ⋮ Nonparametric assessment of hedge fund performance ⋮ GEL METHODS FOR NONSMOOTH MOMENT INDICATORS ⋮ Modifications of the Empirical Likelihood Interval Estimation with Improved Coverage Probabilities ⋮ GEL CRITERIA FOR MOMENT CONDITION MODELS ⋮ Improved density and distribution function estimation ⋮ Self-concordance for empirical likelihood ⋮ Bartlett-type adjustments for empirical discrepancy test statistics ⋮ Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data ⋮ Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification ⋮ Generalized empirical likelihood non-nested tests
