On Bartlett correction of empirical likelihood in the presence of nuisance parameters

By Songxi Chen, Hengjian Cui. 2006

103 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/c878837e3b981974c1d45ed683c2a08be9e81eee

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In Statistics and Probability

Citations in the corpus

Estimation and Inference of Discontinuity in Density (2013, methodology): “Based on these cumulants, we can apply a conventional argu- ment to derive the Edgeworth expansion and Bartlett correction for the empirical likelihood statistic (θ0) (see, Chen and Cui 2006, and Chen and Qin 2000).”
A review on empirical likelihood methods for regression (2009, unknown): “Qin and Lawless (1994) established Wilks’ theorem for the empirical likelihood in such context and Chen and Cui (2006) and (2007) showed that the Bartlett correction works.”
SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS (2006, unknown): “[1(Yi ≤ X� iβ) − q]Xi =0 ( 11 ) with probability that goes to one as n →∞ , which is also an unsmoothed version (i.e., h =0 )of the estimating equations S piZi(β )=0 for the smoothed empirical”
High dimensional generalized empirical likelihood for moment restrictions with dependent data (2013, methodology): “likelihood (GEL). Among these methods, some members of the GEL (especially the EL) have the attractive properties of the Wilks’ theorem (Owen, 1988, 1990; Qin and Lawless, 1994), Bartlett correction (Chen and Cui, 2006, 2007), and a smaller second order bias (Newey and Smith, 2004; Anatolyev, 2005).”
Empirical likelihood for quantile regression models with longitudinal data (2011, methodology): “(1991), and Chen and Cui (2006): a1 jk 1⁄4 EðW1 i W jk i Þ, A j1 jk 1⁄4 n 1 Xn i 1⁄4 1 W1 i W jk i , and A j1 jk 1⁄4 A jk a1 jk : ð8Þ”
On the second-order properties of empirical likelihood with moment restrictions (2007, methodology): “More details on these derivations can be found in Chen and Cui (2005).”
ADJUSTED EMPIRICAL LIKELIHOOD WITH HIGH-ORDER PRECISION (2010, methodology): “The Bartlett correction for a smooth function of means was first established by DiCiccio, Hall and Romano (1991) while estimating questions by Chen and Cui (2006, 2007).”