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Second-order Accurate Confidence Regions Based on Members of the Generalized Power Divergence Family

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  • Nicola Lunardon
  • Gianfranco Adimari
Abstract
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Suggested Citation

  • Nicola Lunardon & Gianfranco Adimari, 2016. "Second-order Accurate Confidence Regions Based on Members of the Generalized Power Divergence Family," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(1), pages 213-227, March.
    • Handle: RePEc:bla:scjsta:v:43:y:2016:i:1:p:213-227
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    File URL: http://hdl.handle.net/10.1111/sjos.12175
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    References listed on IDEAS

    as
    1. Yukun Liu & Jiahua Chen & Ting Li, 2014. "Level-specific correction for nonparametric likelihoods," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(3), pages 433-449, September.
    2. Camponovo, Lorenzo & Otsu, Taisuke, 2014. "On Bartlett correctability of empirical likelihood in generalized power divergence family," Statistics & Probability Letters, Elsevier, vol. 86(C), pages 38-43.
    3. Jiahua Chen & Yi Huang, 2013. "Finite-sample properties of the adjusted empirical likelihood," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 25(1), pages 147-159, March.
    4. Francesco Bravo, "undated". "Bartlett-type Adjustments for Empirical Discrepancy Test Statistics," Discussion Papers 04/14, Department of Economics, University of York.
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    Cited by:

    1. Roberto Baragona & Francesco Battaglia & Domenico Cucina, 2017. "Empirical likelihood ratio in penalty form and the convex hull problem," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 26(4), pages 507-529, November.

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