Exponential empirical likelihood is not Bartlett correctable
نویسندگان
چکیده
منابع مشابه
Likelihood computations without Bartlett identities
The signed square root statistic R is given by sgn(è̂ÿ è)(l(è̂)ÿ l(è)), where l is the log-likelihood and è̂ is the maximum likelihood estimator. The pth cumulant of R is typically of the form nÿ p=2 kp O(nÿ( p2)=2), where n is the number of observations. This paper shows how to symbolically compute kp without invoking the Bartlett identities. As an application, we show how the family of altern...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1996
ISSN: 0090-5364
DOI: 10.1214/aos/1033066214